Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.52% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2109 | 9.67 | |
| 0.1963 | 8.25 | |
| 0.5782 | 26.75 | |
| -0.0317 | -0.81 |
Estimation Period:
Aug 24, 2012 to Feb 13, 2026
Aug 24, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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