V-Lab: Natura Cosmeticos SA MF2-GARCH Volatility Analysis

V-Lab

Natura Cosmeticos SA MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:42.38% (+0.74%)

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
$m$	21
$α$	0.0956	17.04
$β$	0.6596	31.57
$γ$	0.0240	2.12
$λ_{1}$	0.0371	1.14
$λ_{2}$	0.0246	2.29
$λ_{3}$	0.9703	69.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts