Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:129.25% (-25.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7056 | 12.73 | |
| 0.2690 | 5.26 | |
| 0.6913 | 47.97 | |
| -0.1516 | -2.18 |
Estimation Period:
May 13, 2009 to Feb 6, 2026
May 13, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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