V-Lab: Rossi Residencial SA Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Rossi Residencial SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:77.43% (-2.96%)

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
$ω$	1.0000	6.83
$α$	0.1125	30.07
$β$	0.8487	208.62
$γ$	-0.0141	-1.71
$δ$	2.6780	32.68

Estimation Period:
Nov 25, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts