Gafisa SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.57% (-4.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 16.57 | |
| 0.1843 | 23.98 | |
| 0.9787 | 668.06 | |
| -0.0085 | -1.33 |
Estimation Period:
Feb 17, 2006 to Feb 6, 2026
Feb 17, 2006 to Feb 6, 2026
News Impact Curve
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