Fundo DE Invest Imob FII EDI GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.45% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2268 | 12.38 | |
| 0.0867 | 8.91 | |
| 0.8212 | 82.15 | |
| 0.0307 | 1.70 |
Estimation Period:
Mar 10, 2015 to Feb 6, 2026
Mar 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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