V-Lab: Nu Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

Nu Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:36.46% (-0.88%)

Analysis last updated: Thursday, May 16, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0948	1.93
$β$	0.0000	0.00
$γ$	0.0743	3.91
$λ_{1}$	0.0676	0.23
$λ_{2}$	0.0112	0.47
$λ_{3}$	0.9708	14.58

Estimation Period:
Dec 10, 2021 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts