V-Lab
Prumo Logistica SA GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 1st, 2018:20.58% (-0.22%)
Analysis last updated: Monday, March 1, 2021 at 08:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1123 | 8.23 | |
| 0.1024 | 19.57 | |
| 0.8976 | 157.19 |
Estimation Period:
Jul 28, 2008 to Apr 27, 2018
Jul 28, 2008 to Apr 27, 2018
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