V-Lab: BRF SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BRF SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:39.50% (-1.01%)

Analysis last updated: Saturday, May 4, 2024 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8787	7.28
$α$	0.0744	5.46
$β$	0.8742	39.64
$γ_{1}$	0.0457	10.46
$γ_{2}$	-0.0544	-10.14

Estimation Period:
Jul 5, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts