V-Lab
BRF SA AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:38.87% (-1.84%)
Analysis last updated: Friday, May 3, 2024 at 05:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0734 | 11.92 | |
| 0.0979 | 48.36 | |
| 0.8948 | 566.33 | |
| 0.6039 | 12.12 |
Estimation Period:
Jul 5, 1994 to Apr 26, 2024
Jul 5, 1994 to Apr 26, 2024