V-Lab: Vale SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Vale SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:21.52% (-0.52%)

Analysis last updated: Thursday, May 16, 2024 at 07:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.6888	6.44
$α$	0.0542	35.12
$β$	0.9898	606.84
$ν$	5	9.51

Estimation Period:
Oct 18, 1994 to May 10, 2024