V-Lab
Vale SA EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:25.44% (-0.91%)
Analysis last updated: Saturday, May 4, 2024 at 07:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 13.72 | |
| 0.1194 | 20.63 | |
| 0.9862 | 1030.47 | |
| -0.0340 | -8.03 |
Estimation Period:
Oct 18, 1994 to May 3, 2024
Oct 18, 1994 to May 3, 2024