Rossi Residencial SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.04% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7960 | 26.42 | |
| 0.1354 | 47.88 | |
| 0.8342 | 408.52 | |
| -0.0958 | -1.14 |
Estimation Period:
Oct 22, 1997 to Feb 20, 2026
Oct 22, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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