V-Lab: JBS SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

JBS SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.57% (+5.19%)

Analysis last updated: Saturday, April 27, 2024 at 07:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2551	8.49
$α$	0.0988	4.71
$β$	0.8374	31.75
$γ_{1}$	0.0089	0.39
$γ_{2}$	0.0122	0.34
$γ_{3}$	-0.0627	-2.24
$γ_{4}$	0.0696	3.21

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts