V-Lab: Lojas Renner SA APARCH Volatility Analysis

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V-Lab

Lojas Renner SA APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:39.31% (+2.31%)

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
$ω$	0.1198	9.92
$α$	0.0688	23.52
$β$	0.9122	270.67
$γ$	0.2987	18.13
$δ$	1.7820	25.51

Estimation Period:
Apr 13, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts