Gafisa SA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:65.69% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3510 | 17.19 | |
| 0.0927 | 27.90 | |
| 0.8863 | 234.66 | |
| 0.6582 | 8.18 |
Estimation Period:
Feb 17, 2006 to Jan 30, 2026
Feb 17, 2006 to Jan 30, 2026
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