Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.33% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 16.13 | |
| 0.1174 | 10.39 | |
| 0.8652 | 144.87 | |
| -0.0013 | -0.07 |
Estimation Period:
Jun 27, 2013 to Feb 13, 2026
Jun 27, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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