Tim S.A. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9428 | 3.30 | |
| 0.5302 | 83.90 | |
| 0.4678 | 71.06 | |
| 0.0874 | 0.22 | |
| -0.3456 | -0.59 | |
| 0.4251 | 1.21 | |
| -0.2033 | -0.66 | |
| -0.0486 | -0.17 | |
| 0.1394 | 0.64 | |
| 0.1159 | 0.57 | |
| -0.4731 | -2.24 | |
| 0.8141 | 2.69 | |
| -15.5936 | -28.42 |
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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