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

V-Lab

Natura & Co Holding SA EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:50.08% (-1.56%)

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
$ω$	0.0339	11.25
$α$	0.1148	22.71
$β$	0.9855	769.30
$γ$	-0.0202	-2.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts