V-Lab: PDG Realty SA Empreendimentos e Participacoes MF2-GARCH Volatility Analysis

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V-Lab

PDG Realty SA Empreendimentos e Participacoes MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 13th, 2025:287.67% (-44.85%)

Analysis last updated: Friday, March 14, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.2000	14.60
$β$	0.7114	35.36
$γ$	0.0127	0.73
$λ_{1}$	0.1160	1.26
$λ_{2}$	0.0361	5.17
$λ_{3}$	0.9639	94.02

Estimation Period:
Jan 26, 2007 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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