Gafisa SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:77.72% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 16.55 | |
| 0.1840 | 23.96 | |
| 0.9788 | 670.41 | |
| -0.0086 | -1.33 |
Estimation Period:
Feb 17, 2006 to Feb 20, 2026
Feb 17, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities