Tim S.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0524 | 3.95 | |
| 0.3714 | 78.60 | |
| 0.6265 | 140.91 | |
| -0.1744 | -0.34 | |
| -0.0554 | -0.07 | |
| 0.4051 | 0.97 | |
| -0.2124 | -0.66 | |
| -0.0536 | -0.19 | |
| 0.1601 | 0.68 | |
| 0.0313 | 0.13 | |
| -0.1159 | -0.42 | |
| -3.4694 | -10.51 | |
| 6.8603 | 27.68 |
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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