V-Lab: BRF SA Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BRF SA Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.87% (-1.11%)

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
$ω$	2.7712	6.88
$α$	0.0730	5.26
$β$	0.8740	38.44
$γ_{1}$	0.0423	7.77
$γ_{2}$	-0.0454	-4.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts