Gafisa SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:86.39% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7235 | 9.53 | |
| 0.1155 | 7.38 | |
| 0.8207 | 39.35 | |
| -0.0112 | -1.18 | |
| 0.0280 | 1.88 | |
| -0.0294 | -3.21 |
Estimation Period:
Feb 17, 2006 to Feb 20, 2026
Feb 17, 2006 to Feb 20, 2026
News Impact Curve
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