Rossi Residencial SA GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.29% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3608 | 14.83 | |
| 0.0828 | 28.73 | |
| 0.9022 | 283.89 |
Estimation Period:
Oct 22, 1997 to Feb 13, 2026
Oct 22, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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