Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.01% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 5.30 | |
| 0.0359 | 8.06 | |
| 0.9497 | 243.09 | |
| 0.0255 | 1.86 |
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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