Netshoes (Cayman) Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9389 | 3.50 | |
| 0.0981 | 1.79 | |
| 0.0583 | 0.22 | |
| 6.1333 | 1.70 | |
| -9.7645 | -2.03 | |
| 4.7742 | 1.49 | |
| 2.8529 | 0.48 |
Estimation Period:
Apr 12, 2017 to Jun 14, 2019
Apr 12, 2017 to Jun 14, 2019
News Impact Curve
Volatility Forecasts
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