V-Lab
Gafisa SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:67.76% (+2.52%)
Analysis last updated: Thursday, May 2, 2024 at 04:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0770 | 19.03 | |
| 0.2070 | 28.34 | |
| 0.9741 | 651.11 | |
| -0.0100 | -1.49 |
Estimation Period:
Feb 17, 2006 to Apr 26, 2024
Feb 17, 2006 to Apr 26, 2024