V-Lab: Marfrig Global Foods SA MF2-GARCH Volatility Analysis

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V-Lab

Marfrig Global Foods SA MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.61% (-2.28%)

Analysis last updated: Friday, May 3, 2024 at 05:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0753	12.79
$β$	0.4726	9.77
$γ$	0.1201	10.38
$λ_{1}$	1.9606	0.69
$λ_{2}$	0.4081	0.59
$λ_{3}$	0.3667	0.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts