V-Lab: Natura Cosmeticos SA GARCH Volatility Analysis

V-Lab

Natura Cosmeticos SA GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:39.68% (-0.24%)

Analysis last updated: Tuesday, September 16, 2025 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1187	15.06
$α$	0.0588	22.17
$β$	0.9264	308.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts