Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.49% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 7.12 | |
| 0.0159 | 3.35 | |
| 0.9509 | 266.96 | |
| 0.0331 | 2.29 |
Estimation Period:
Apr 8, 2021 to Feb 6, 2026
Apr 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fundo DE Investimento Imobil Analyses
Other GJR-GARCH Analyses on Closed-end Funds