V-Lab: Marfrig Global Foods SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Marfrig Global Foods SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:61.96% (+0.09%)

Analysis last updated: Friday, May 17, 2024 at 08:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1561	7.35
$α$	0.1169	5.85
$β$	0.8268	34.90
$γ_{1}$	0.0012	1.29

Estimation Period:
Jun 29, 2007 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts