V-Lab: Rossi Residencial SA APARCH Volatility Analysis

V-Lab

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V-Lab

Rossi Residencial SA APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:51.60% (-1.71%)

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
$ω$	0.5221	7.25
$α$	0.0822	23.11
$β$	0.8945	252.41
$γ$	0.0360	2.70
$δ$	2.2540	33.44

Estimation Period:
Oct 22, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts