Fibria Celulose SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 8.53 | |
| 0.0898 | 23.75 | |
| 0.9898 | 1,063.18 | |
| -0.0408 | -10.97 |
Estimation Period:
Dec 27, 1994 to Dec 28, 2018
Dec 27, 1994 to Dec 28, 2018
News Impact Curve
Volatility Forecasts
Other Fibria Celulose SA Analyses
Other EGARCH Analyses on Depositary Receipts