V-Lab: Rossi Residencial SA GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Rossi Residencial SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:47.21% (-3.31%)

Analysis last updated: Saturday, May 11, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	24.4699	7.33
$α$	0.0971	33.51
$β$	0.9748	305.40
$ν$	4	14.53

Estimation Period:
Oct 22, 1997 to May 3, 2024