Gafisa SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:76.45% (+10.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1104 | 19.22 | |
| 0.7072 | 68.91 | |
| 0.0295 | 3.88 | |
| 0.9331 | 1.53 | |
| 0.3473 | 2.65 | |
| 0.6031 | 3.47 |
Estimation Period:
Feb 17, 2006 to Jan 30, 2026
Feb 17, 2006 to Jan 30, 2026
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