Ultrapar Participacoes SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0623 | 8.03 | |
| 0.0405 | 6.91 | |
| 0.9038 | 190.91 | |
| 0.0764 | 4.95 |
Estimation Period:
Dec 17, 2002 to May 27, 2016
Dec 17, 2002 to May 27, 2016
News Impact Curve
Volatility Forecasts
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