Gafisa SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:87.57% (+11.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7234 | 9.53 | |
| 0.1157 | 7.38 | |
| 0.8204 | 39.29 | |
| -0.0113 | -1.18 | |
| 0.0281 | 1.89 | |
| -0.0295 | -3.22 |
Estimation Period:
Feb 17, 2006 to Feb 13, 2026
Feb 17, 2006 to Feb 13, 2026
News Impact Curve
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