V-Lab
Vale SA AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:26.73% (-0.69%)
Analysis last updated: Saturday, May 4, 2024 at 06:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0995 | 11.57 | |
| 0.0653 | 26.08 | |
| 0.9168 | 335.34 | |
| 0.7287 | 9.72 |
Estimation Period:
Oct 18, 1994 to Apr 26, 2024
Oct 18, 1994 to Apr 26, 2024