V-Lab
BRF SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:54.74% (-2.14%)
Analysis last updated: Saturday, April 20, 2024 at 08:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7662 | 6.87 | |
| 0.0731 | 5.25 | |
| 0.8738 | 38.34 | |
| 0.0421 | 7.72 | |
| -0.0448 | -4.67 |
Estimation Period:
Jul 5, 1994 to Apr 19, 2024
Jul 5, 1994 to Apr 19, 2024