Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.23% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 3.87 | |
| 0.0360 | 5.74 | |
| 0.9570 | 270.26 | |
| 0.0035 | 0.35 |
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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