Tim S.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1113 | 19.65 | |
| 0.0829 | 15.56 | |
| 0.8951 | 318.55 | |
| 0.0439 | 4.08 |
Estimation Period:
Sep 17, 2004 to Jun 7, 2024
Sep 17, 2004 to Jun 7, 2024
News Impact Curve
Volatility Forecasts
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