Itau Credito Imobiliario GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.57% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0684 | 5.03 | |
| 0.2567 | 5.63 | |
| 0.7597 | 28.36 | |
| -0.1179 | -2.31 |
Estimation Period:
Feb 19, 2024 to Feb 6, 2026
Feb 19, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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