Cshg Imobiliario FOF - Fundo GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 6th, 2025:15.92% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1438 | 9.94 | |
| 0.0707 | 6.38 | |
| 0.7998 | 57.03 | |
| 0.0469 | 1.60 |
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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