Gafisa SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:75.86% (+6.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0671 | 16.58 | |
| 0.1844 | 23.96 | |
| 0.9787 | 667.12 | |
| -0.0086 | -1.33 |
Estimation Period:
Feb 17, 2006 to Jan 30, 2026
Feb 17, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities