V-Lab: Lojas Renner SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Lojas Renner SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:43.93% (+6.02%)

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
$ω$	8.9401	18.24
$α$	0.0734	39.42
$β$	0.9869	963.80
$ν$	7	14.20

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