V-Lab: BRF SA GAS-GARCH Student T Volatility Analysis

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V-Lab

BRF SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.69% (-1.73%)

Analysis last updated: Friday, May 3, 2024 at 05:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	40.9425	7.82
$α$	0.0547	61.05
$β$	0.9990	7135.71
$ν$	4	37.64

Estimation Period:
Jul 5, 1994 to Apr 26, 2024