V-Lab: Diagnosticos da America SA AGARCH Volatility Analysis

V-Lab

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V-Lab

Diagnosticos da America SA AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:70.03% (-2.31%)

Analysis last updated: Saturday, April 20, 2024 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0771	5.11
$α$	0.0576	15.87
$β$	0.9324	213.08
$γ$	0.7828	6.19

Estimation Period:
Nov 19, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts