V-Lab: Natura Cosmeticos SA Asy. Power MEM Volatility Analysis

V-Lab

Natura Cosmeticos SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:44.95% (+4.90%)

Analysis last updated: Thursday, September 18, 2025 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0790	13.32
$α$	0.1421	45.09
$β$	0.8438	256.40
$γ$	0.0167	2.35
$δ$	1.2324	17.62

Estimation Period:
Jul 26, 2004 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts