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

V-Lab

Natura Cosmeticos SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:44.72% (0.00%)

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
$ω$	1.1643	10.76
$α$	0.0671	5.21
$β$	0.8896	44.31
$γ_{1}$	0.0155	4.09
$γ_{2}$	-0.0195	-2.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts