Gafisa SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:84.04% (+6.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7237 | 9.53 | |
| 0.1161 | 7.39 | |
| 0.8198 | 39.16 | |
| -0.0114 | -1.19 | |
| 0.0283 | 1.89 | |
| -0.0296 | -3.20 |
Estimation Period:
Feb 17, 2006 to Jan 30, 2026
Feb 17, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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