Sul America SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6613 | 6.24 | |
| 0.1177 | 4.35 | |
| 0.7236 | 11.18 | |
| -0.8677 | -3.56 | |
| 1.3873 | 3.85 | |
| -0.9817 | -4.38 | |
| 0.9432 | 4.95 | |
| -0.8409 | -4.80 | |
| 0.5042 | 2.73 | |
| -0.1363 | -0.61 | |
| 0.0550 | 0.23 | |
| -0.1532 | -0.80 |
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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