V-Lab: Gafisa SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Gafisa SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:88.70% (-2.92%)

Analysis last updated: Friday, April 19, 2024 at 06:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8941	7.72
$α$	0.1178	6.96
$β$	0.7605	24.53
$γ_{1}$	0.7075	4.38
$γ_{2}$	-1.4445	-5.82
$γ_{3}$	1.4461	8.31
$γ_{4}$	-1.2384	-7.45
$γ_{5}$	0.8355	4.73
$γ_{6}$	-0.5059	-3.00
$γ_{7}$	0.4667	2.28
$γ_{8}$	-0.5701	-2.20
$γ_{9}$	0.6497	2.81
$γ_{10}$	-0.5549	-3.89

Estimation Period:
Feb 17, 2006 to Apr 12, 2024

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