V-Lab: Souza Cruz Ltda Asy. Power MEM Volatility Analysis

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V-Lab

Souza Cruz Ltda Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, December 1st, 2015:37.65% (-1.56%)

Analysis last updated: Friday, April 29, 2016 at 06:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1043	5.68
$α$	0.0854	22.00
$β$	0.8931	226.84
$γ$	0.0212	2.31
$δ$	2.4714	27.15

Estimation Period:
Jun 1, 1993 to Nov 27, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts