Sul America SA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0640 | 13.68 | |
| 0.7491 | 43.75 | |
| 0.0936 | 9.81 | |
| 0.0776 | 1.72 | |
| 0.0302 | 2.51 | |
| 0.9546 | 47.83 |
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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