V-Lab: Natura & Co Holding SA GJR-GARCH Volatility Analysis

V-Lab

Natura & Co Holding SA GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:64.61% (-1.90%)

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
$ω$	0.0999	14.38
$α$	0.0431	10.67
$β$	0.9363	350.81
$γ$	0.0175	2.60

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

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Volatility Forecasts