V-Lab
Even Construtora e Incorporadora SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:52.52% (+17.34%)
Analysis last updated: Wednesday, May 15, 2024 at 07:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3428 | 14.71 | |
| 0.0714 | 13.69 | |
| 0.8746 | 163.75 | |
| 0.0269 | 2.85 |
Estimation Period:
Apr 2, 2007 to May 10, 2024
Apr 2, 2007 to May 10, 2024
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