V-Lab: Diagnosticos da America SA MEM Volatility Analysis

V-Lab

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V-Lab

Diagnosticos da America SA MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:59.55% (-0.91%)

Analysis last updated: Thursday, May 2, 2024 at 04:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2239	2.26
$α$	0.0849	5.94
$β$	0.8883	72.89

Estimation Period:
Nov 19, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts