Fundo Investimento Imobiliar GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.14% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 12.09 | |
| 0.0884 | 9.82 | |
| 0.8919 | 143.68 | |
| 0.0222 | 1.34 |
Estimation Period:
Jun 24, 2019 to Feb 6, 2026
Jun 24, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fundo Investimento Imobiliar Analyses
Other GJR-GARCH Analyses on Closed-end Funds