Sul America SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3866 | 14.29 | |
| 0.0492 | 10.62 | |
| 0.8327 | 99.44 | |
| 0.0954 | 4.85 |
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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