Gafisa SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.98% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7236 | 9.53 | |
| 0.1159 | 7.39 | |
| 0.8202 | 39.23 | |
| -0.0113 | -1.18 | |
| 0.0281 | 1.88 | |
| -0.0295 | -3.20 |
Estimation Period:
Feb 17, 2006 to Feb 6, 2026
Feb 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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