V-Lab
Cia de Saneamento Basico do Estado de Sao Paulo MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:22.82% (-0.68%)
Analysis last updated: Wednesday, May 8, 2024 at 08:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0364 | 10.61 | |
| 0.8062 | 106.90 | |
| 0.1114 | 21.00 | |
| 0.0408 | 3.15 | |
| 0.0248 | 3.39 | |
| 0.9685 | 107.15 |
Estimation Period:
Jun 4, 1997 to May 3, 2024
Jun 4, 1997 to May 3, 2024
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