V-Lab: Natura & Co Holding SA AGARCH Volatility Analysis

V-Lab

Natura & Co Holding SA AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:60.98% (-1.90%)

Analysis last updated: Friday, April 25, 2025 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0927	11.97
$α$	0.0539	22.25
$β$	0.9327	347.38
$γ$	0.5750	7.81

Estimation Period:
May 26, 2004 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts