V-Lab: Marfrig Global Foods SA AGARCH Volatility Analysis

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V-Lab

Marfrig Global Foods SA AGARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:36.53% (-1.45%)

Analysis last updated: Saturday, May 4, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3788	10.68
$α$	0.0968	17.19
$β$	0.8556	105.37
$γ$	0.6610	9.06

Estimation Period:
Jun 29, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts