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

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V-Lab

PDG Realty SA Empreendimentos e Participacoes Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 13th, 2025:336.67% (-39.15%)

Analysis last updated: Friday, March 14, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4521	3.82
$α$	0.1987	4.75
$β$	0.7156	13.04
$γ_{1}$	-0.6026	-3.02
$γ_{2}$	0.8633	3.11
$γ_{3}$	-0.3789	-2.06
$γ_{4}$	0.4351	2.24
$γ_{5}$	-0.8214	-3.69
$γ_{6}$	0.7914	3.45
$γ_{7}$	-0.2056	-0.86
$γ_{8}$	-0.3778	-1.16
$γ_{9}$	1.1360	2.30

Estimation Period:
Jan 26, 2007 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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