Alianza Trust Renda Imobilia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.08% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0548 | 6.20 | |
| 0.2558 | 12.39 | |
| 0.7370 | 53.28 | |
| -0.0873 | -3.01 |
Estimation Period:
Jan 4, 2018 to Feb 13, 2026
Jan 4, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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