V-Lab
Gafisa SA AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:89.65% (-5.84%)
Analysis last updated: Friday, April 19, 2024 at 08:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4136 | 20.87 | |
| 0.1054 | 33.06 | |
| 0.8688 | 242.28 | |
| 0.5654 | 8.68 |
Estimation Period:
Feb 17, 2006 to Apr 12, 2024
Feb 17, 2006 to Apr 12, 2024