V-Lab: JBS SA Asy. Power MEM Volatility Analysis

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V-Lab

JBS SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.68% (+3.40%)

Analysis last updated: Saturday, April 27, 2024 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3285	9.69
$α$	0.2086	50.08
$β$	0.7495	151.69
$γ$	0.0495	7.33
$δ$	1.7822	18.60

Estimation Period:
Mar 29, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts