V-Lab: JBS SA APARCH Volatility Analysis

V-Lab

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V-Lab

JBS SA APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:27.56% (-0.53%)

Analysis last updated: Thursday, May 9, 2024 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1492	10.09
$α$	0.0832	22.66
$β$	0.9002	227.79
$γ$	0.3086	13.90
$δ$	1.5899	22.78

Estimation Period:
Mar 29, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts