Sul America SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5232 | 15.40 | |
| 0.1254 | 16.72 | |
| 0.7703 | 66.12 | |
| 0.5875 | 10.44 |
Estimation Period:
Oct 5, 2007 to Dec 23, 2022
Oct 5, 2007 to Dec 23, 2022
News Impact Curve
Volatility Forecasts
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