V-Lab: Gafisa SA Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Gafisa SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:89.88% (-2.28%)

Analysis last updated: Wednesday, May 1, 2024 at 04:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8965	7.77
$α$	0.1183	6.98
$β$	0.7587	24.30
$γ_{1}$	0.7012	4.39
$γ_{2}$	-1.4323	-5.82
$γ_{3}$	1.4377	8.32
$γ_{4}$	-1.2363	-7.51
$γ_{5}$	0.8384	4.77
$γ_{6}$	-0.5107	-3.04
$γ_{7}$	0.4705	2.34
$γ_{8}$	-0.5690	-2.23
$γ_{9}$	0.6385	2.77
$γ_{10}$	-0.5402	-3.82

Estimation Period:
Feb 17, 2006 to Apr 26, 2024

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