V-Lab: JBS SA MF2-GARCH Volatility Analysis

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V-Lab

JBS SA MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:27.53% (-0.41%)

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
$m$	21
$α$	0.0537	12.38
$β$	0.7165	47.42
$γ$	0.1333	14.21
$λ_{1}$	0.0663	1.63
$λ_{2}$	0.0304	2.39
$λ_{3}$	0.9614	55.62

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts