V-Lab: Marfrig Global Foods SA AGARCH Volatility Analysis

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V-Lab

Marfrig Global Foods SA AGARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:46.13% (-1.35%)

Analysis last updated: Saturday, April 13, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3759	10.68
$α$	0.0965	17.23
$β$	0.8562	106.41
$γ$	0.6720	9.20

Estimation Period:
Jun 29, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts