V-Lab: Natura & Co Holding SA GAS-GARCH Student T Volatility Analysis

V-Lab

Natura & Co Holding SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:42.47% (-1.58%)

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
$ω$	6.6548	5.47
$α$	0.0517	18.83
$β$	0.9848	354.49
$ν$	5.9654	4.05

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