V-Lab: PDG Realty SA Empreendimentos e Participacoes Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

PDG Realty SA Empreendimentos e Participacoes Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:65.81% (+7.44%)

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
$ω$	0.5091	4.19
$α$	0.2113	5.42
$β$	0.6933	16.60
$γ_{1}$	-0.6658	-3.30
$γ_{2}$	0.9231	3.22
$γ_{3}$	-0.3929	-1.93
$γ_{4}$	0.5071	2.41
$γ_{5}$	-0.8393	-3.68
$γ_{6}$	0.5847	2.42
$γ_{7}$	0.1048	0.35
$γ_{8}$	-0.4847	-1.44
$γ_{9}$	0.3584	1.48

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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