Cshg Imobiliario FOF - Fundo EGARCH Volatility Analysis
Volatility Prediction for Monday, October 6th, 2025:15.84% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 5.87 | |
| 0.1604 | 8.07 | |
| 0.9292 | 94.90 | |
| -0.0333 | -1.83 |
Estimation Period:
Aug 27, 2019 to Oct 3, 2025
Aug 27, 2019 to Oct 3, 2025
News Impact Curve
Volatility Forecasts
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