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

V-Lab

Natura & Co Holding SA Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:66.45% (-0.44%)

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
$ω$	0.8489	7.17
$α$	0.0935	4.82
$β$	0.7478	17.05
$γ_{1}$	0.0656	0.56
$γ_{2}$	-0.2282	-1.34
$γ_{3}$	0.2546	2.34
$γ_{4}$	-0.1098	-1.08
$γ_{5}$	0.1502	1.43
$γ_{6}$	-0.2652	-2.24
$γ_{7}$	0.1103	0.80
$γ_{8}$	0.2373	1.57
$γ_{9}$	-0.5748	-3.04
$γ_{10}$	0.9179	2.13

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

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