V-Lab: Lojas Renner SA Asy. Power MEM Volatility Analysis

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V-Lab

Lojas Renner SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:37.20% (-1.73%)

Analysis last updated: Saturday, April 27, 2024 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0564	10.63
$α$	0.1275	39.76
$β$	0.8672	314.90
$γ$	0.0522	7.83
$δ$	2.0808	25.20

Estimation Period:
Jun 30, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts