V-Lab: Petroleo Brasileiro SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Petroleo Brasileiro SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:34.83% (-0.54%)

Analysis last updated: Saturday, April 27, 2024 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7892	5.70
$α$	0.0768	5.26
$β$	0.8909	48.47
$γ_{1}$	0.0130	6.27
$γ_{2}$	-0.0148	-5.98

Estimation Period:
Sep 24, 1992 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts