Gafisa SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:85.96% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8055 | 12.10 | |
| 0.1113 | 7.33 | |
| 0.8313 | 41.73 | |
| 0.0049 | 2.77 |
Estimation Period:
Feb 17, 2006 to Feb 6, 2026
Feb 17, 2006 to Feb 6, 2026
News Impact Curve
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