Fundo Infestimento Imobiliar EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.28% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 10.21 | |
| 0.1459 | 26.52 | |
| 0.9842 | 338.79 | |
| -0.0268 | -3.91 |
Estimation Period:
Aug 24, 2012 to Feb 13, 2026
Aug 24, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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