V-Lab
Rossi Residencial SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:58.05% (+0.70%)
Analysis last updated: Saturday, May 4, 2024 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3571 | 14.04 | |
| 0.0829 | 16.56 | |
| 0.8987 | 268.68 | |
| 0.0109 | 1.35 |
Estimation Period:
Oct 22, 1997 to May 3, 2024
Oct 22, 1997 to May 3, 2024
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