Fibria Celulose SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0617 | 4.66 | |
| 0.0607 | 5.95 | |
| 0.8952 | 47.88 | |
| 0.1280 | 1.57 | |
| -0.2640 | -2.23 | |
| 0.1801 | 2.09 | |
| 0.0366 | 0.47 | |
| -0.1561 | -2.31 | |
| 0.0447 | 0.76 | |
| 0.1431 | 2.30 | |
| -0.3569 | -2.65 |
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 Spline-GARCH Analyses on Depositary Receipts