V-Lab: Natura Cosmeticos SA AGARCH Volatility Analysis

V-Lab

Natura Cosmeticos SA AGARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:38.58% (-0.80%)

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
$ω$	0.1136	15.45
$α$	0.0597	24.40
$β$	0.9244	342.62
$γ$	0.4541	7.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts