Sul America Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4515 | 2.66 | |
| 0.0514 | 1.46 | |
| 0.7512 | 5.12 | |
| 6.3586 | 1.84 | |
| -8.5395 | -1.58 | |
| 3.9586 | 0.86 | |
| -2.8084 | -0.59 | |
| 0.3918 | 0.11 | |
| 0.6890 | 0.33 | |
| 2.3158 | 0.97 | |
| -4.3131 | -1.29 | |
| 2.2658 | 0.90 |
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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