V-Lab: PDG Realty SA Empreendimentos e Participacoes Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

PDG Realty SA Empreendimentos e Participacoes Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 13th, 2025:280.69% (-43.28%)

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
$ω$	0.4648	3.78
$α$	0.1963	4.44
$β$	0.7241	11.97
$γ_{1}$	-0.5750	-2.86
$γ_{2}$	0.8198	2.91
$γ_{3}$	-0.3534	-1.87
$γ_{4}$	0.4292	2.14
$γ_{5}$	-0.8484	-3.71
$γ_{6}$	0.8757	3.73
$γ_{7}$	-0.4205	-1.70
$γ_{8}$	0.1637	0.48
$γ_{9}$	-0.2040	-0.61

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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