V-Lab
V-Lab
BRF SA GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:47.45% (-1.25%)

Analysis last updated: Saturday, April 20, 2024 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BRF SA GARCH
paramt-stat
ω0.04219.96
α0.050720.71
β0.9449399.55
Estimation Period:
Jul 5, 1994 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts