V-Lab: Petroleo Brasileiro SA Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Petroleo Brasileiro SA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:37.42% (-0.38%)

Analysis last updated: Saturday, May 11, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8145	5.61
$α$	0.0772	5.29
$β$	0.8896	48.48
$γ_{1}$	0.0136	5.23
$γ_{2}$	-0.0162	-3.69

Estimation Period:
Sep 24, 1992 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts