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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, May 20th, 2024:69.88% (+1.77%)

Analysis last updated: Saturday, May 18, 2024 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5081	4.22
$α$	0.2107	5.42
$β$	0.6928	16.51
$γ_{1}$	-0.6647	-3.33
$γ_{2}$	0.9236	3.25
$γ_{3}$	-0.3956	-1.97
$γ_{4}$	0.5080	2.44
$γ_{5}$	-0.8431	-3.73
$γ_{6}$	0.5982	2.51
$γ_{7}$	0.0876	0.30
$γ_{8}$	-0.4737	-1.42
$γ_{9}$	0.3541	1.47

Estimation Period:
Jan 26, 2007 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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