V-Lab: Marfrig Global Foods SA GJR-GARCH Volatility Analysis

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V-Lab

Marfrig Global Foods SA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:53.92% (-3.98%)

Analysis last updated: Saturday, April 20, 2024 at 08:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5637	16.05
$α$	0.0740	13.91
$β$	0.8213	139.58
$γ$	0.0927	6.33

Estimation Period:
Jun 29, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts