Cshg Recebiveis Imobiliarios GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.13% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 11.48 | |
| 0.0632 | 12.66 | |
| 0.9339 | 343.35 | |
| -0.0096 | -1.18 |
Estimation Period:
Oct 10, 2011 to Feb 13, 2026
Oct 10, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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