Gafisa SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:89.65% (+6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8060 | 12.09 | |
| 0.1115 | 7.34 | |
| 0.8310 | 41.63 | |
| 0.0050 | 2.76 |
Estimation Period:
Feb 17, 2006 to Jan 30, 2026
Feb 17, 2006 to Jan 30, 2026
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