V-Lab: Petroleo Brasileiro SA Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Petroleo Brasileiro SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:32.03% (-0.03%)

Analysis last updated: Saturday, May 11, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2649	4.32
$α$	0.0609	5.84
$β$	0.9044	152.85
$γ$	0.0916	11.76
$δ$	2.9272	11.45

Estimation Period:
Jun 22, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts