Sul America Sa GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8464 | 5.81 | |
| 0.0072 | 2.60 | |
| 0.8928 | 66.80 | |
| 0.0602 | 4.20 |
Estimation Period:
Apr 4, 2017 to Dec 23, 2022
Apr 4, 2017 to Dec 23, 2022
News Impact Curve
Volatility Forecasts
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