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

V-Lab

Natura & Co Holding SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:45.62% (-1.89%)

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
$ω$	0.0749	13.68
$α$	0.1400	45.75
$β$	0.8468	263.65
$γ$	0.0195	2.73
$δ$	1.2319	18.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts