Gafisa SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.68% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2288 | 14.31 | |
| 0.0625 | 12.63 | |
| 0.9137 | 250.73 | |
| 0.0276 | 3.27 |
Estimation Period:
Feb 17, 2006 to Feb 6, 2026
Feb 17, 2006 to Feb 6, 2026
News Impact Curve
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