Fundo Infestimento Imobiliar GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.69% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 9.19 | |
| 0.0875 | 7.73 | |
| 0.9003 | 218.37 | |
| 0.0011 | 0.06 |
Estimation Period:
Aug 24, 2012 to Feb 6, 2026
Aug 24, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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