Santos Brasil Participacoes GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 2.02 | |
| 0.0637 | 21.53 | |
| 0.9268 | 468.08 | |
| 0.0189 | 2.86 |
Estimation Period:
Aug 22, 2016 to Sep 26, 2025
Aug 22, 2016 to Sep 26, 2025
News Impact Curve
Volatility Forecasts
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