Fibria Celulose SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 11.66 | |
| 0.0234 | 11.06 | |
| 0.9495 | 525.18 | |
| 0.0360 | 7.75 |
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 GJR-GARCH Analyses on Depositary Receipts