Rossi Residencial SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.90% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.9047 | 7.38 | |
| 0.0919 | 32.94 | |
| 0.9733 | 281.69 | |
| 3.9861 | 14.89 |
Estimation Period:
Oct 22, 1997 to Feb 20, 2026
Oct 22, 1997 to Feb 20, 2026
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