V-Lab: Diagnosticos da America SA AGARCH Volatility Analysis

V-Lab

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V-Lab

Diagnosticos da America SA AGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:56.96% (-1.76%)

Analysis last updated: Friday, May 3, 2024 at 05:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0778	5.17
$α$	0.0575	15.85
$β$	0.9325	212.75
$γ$	0.7782	6.14

Estimation Period:
Nov 19, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts