V-Lab
Gafisa SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:64.77% (-3.33%)
Analysis last updated: Thursday, May 2, 2024 at 04:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4328 | 21.53 | |
| 0.1064 | 32.90 | |
| 0.8663 | 237.74 | |
| 0.5582 | 8.54 |
Estimation Period:
Feb 17, 2006 to Apr 26, 2024
Feb 17, 2006 to Apr 26, 2024