Fundo DE Investimento Imobil EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.95% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0879 | 5.26 | |
| 0.1470 | 10.50 | |
| 0.9564 | 111.28 | |
| -0.0245 | -1.29 |
Estimation Period:
May 11, 2009 to Feb 6, 2026
May 11, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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