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Natura & Co Holding SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 3, 2025 at 01:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Natura & Co Holding SA SGARCH
paramt-stat
ω0.84917.24
α0.09454.83
β0.737916.23
γ10.06530.58
γ2-0.2274-1.39
γ30.25422.44
γ4-0.1036-1.06
γ50.13191.30
γ6-0.2499-2.18
γ70.11690.87
γ80.21241.50
γ9-0.5475-3.40
γ100.86893.22
Estimation Period:
May 26, 2004 to Jun 27, 2025
Impact of return on volatility tomorrow
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