Fundo Invest Imobiliario CEN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:89.46% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 8.36 | |
| 0.1142 | 6.80 | |
| 0.8966 | 189.55 | |
| -0.0216 | -0.95 |
Estimation Period:
Dec 28, 2012 to Feb 13, 2026
Dec 28, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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