V-Lab
V-Lab
Gafisa SA GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:67.91% (-3.44%)

Analysis last updated: Friday, May 3, 2024 at 05:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gafisa SA GARCH
paramt-stat
ω0.342220.33
α0.092029.07
β0.8891248.77
Estimation Period:
Feb 17, 2006 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts