V-Lab: PDG Realty SA Empreendimentos e Participacoes MF2-GARCH Volatility Analysis

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V-Lab

PDG Realty SA Empreendimentos e Participacoes MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:62.57% (+8.80%)

Analysis last updated: Saturday, May 4, 2024 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1988	19.10
$β$	0.6989	61.46
$γ$	0.0371	2.40
$λ_{1}$	0.2646	2.65
$λ_{2}$	0.0427	3.72
$λ_{3}$	0.9493	60.45

Estimation Period:
Jan 26, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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