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

V-Lab

Natura & Co Holding SA APARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:50.84% (-1.65%)

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
$ω$	0.0490	11.70
$α$	0.0614	22.15
$β$	0.9386	320.25
$γ$	0.1536	5.82
$δ$	1.2560	23.85

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts