V-Lab: Localiza Rent a Car SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Localiza Rent a Car SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:35.07% (+1.49%)

Analysis last updated: Thursday, May 2, 2024 at 04:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8254	6.66
$α$	0.0710	5.50
$β$	0.8847	50.13
$γ_{1}$	-0.0922	-3.72
$γ_{2}$	0.1488	4.19
$γ_{3}$	-0.0751	-3.63
$γ_{4}$	0.0198	1.46

Estimation Period:
May 23, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts