Rossi Residencial SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:44.26% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1615 | 18.82 | |
| 0.6027 | 22.97 | |
| -0.0349 | -3.71 | |
| 0.6286 | 1.94 | |
| 0.0951 | 2.07 | |
| 0.8716 | 14.48 |
Estimation Period:
Oct 22, 1997 to Feb 13, 2026
Oct 22, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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