V-Lab
Prumo Logistica SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 1st, 2018:20.16% (-0.15%)
Analysis last updated: Monday, March 1, 2021 at 09:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 8.50 | |
| 0.0726 | 14.60 | |
| 0.9067 | 171.59 | |
| 0.0413 | 4.36 |
Estimation Period:
Jul 28, 2008 to Apr 27, 2018
Jul 28, 2008 to Apr 27, 2018
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