Gafisa SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:76.28% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2280 | 14.29 | |
| 0.0624 | 12.63 | |
| 0.9138 | 251.39 | |
| 0.0276 | 3.29 |
Estimation Period:
Feb 17, 2006 to Feb 20, 2026
Feb 17, 2006 to Feb 20, 2026
News Impact Curve
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