Fundo Infestimento Imobiliar MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.98% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2318 | 10.47 | |
| 0.2500 | 8.59 | |
| -0.0816 | -3.25 | |
| 0.2499 | 1.01 | |
| 0.8110 | 1.21 | |
| 0.0000 | 0.00 |
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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