Natura Cosmeticos SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.72% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0883 | 13.16 | |
| 0.0388 | 13.50 | |
| 0.9432 | 353.25 | |
| 0.0145 | 2.92 |
Estimation Period:
Jul 26, 2004 to Feb 6, 2026
Jul 26, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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