V-Lab: Natura & Co Holding SA Asy. MEM Volatility Analysis

V-Lab

Natura & Co Holding SA Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:47.64% (-1.90%)

Analysis last updated: Friday, April 25, 2025 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1076	21.67
$α$	0.1159	24.31
$β$	0.8652	305.08
$γ$	0.0081	1.11

Estimation Period:
May 26, 2004 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts