Gafisa SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:77.94% (-4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1097 | 19.18 | |
| 0.7096 | 69.88 | |
| 0.0291 | 3.88 | |
| 0.9204 | 1.55 | |
| 0.3459 | 2.70 | |
| 0.6057 | 3.57 |
Estimation Period:
Feb 17, 2006 to Feb 20, 2026
Feb 17, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities