V-Lab: Rossi Residencial SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Rossi Residencial SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:83.94% (+21.54%)

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
$ω$	1.8367	5.61
$α$	0.0953	6.81
$β$	0.8795	55.43
$γ_{1}$	0.0139	3.65
$γ_{2}$	-0.0159	-3.35

Estimation Period:
Oct 22, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts