V-Lab
Prumo Logistica SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 1st, 2018:13.63% (+0.20%)
Analysis last updated: Monday, March 1, 2021 at 07:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 9.78 | |
| 0.1906 | 19.48 | |
| 0.9894 | 599.66 | |
| -0.0277 | -3.35 |
Estimation Period:
Jul 28, 2008 to Apr 27, 2018
Jul 28, 2008 to Apr 27, 2018
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