Fundo Investimento Imobiliar EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:17.27% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 13.28 | |
| 0.2128 | 20.13 | |
| 0.9371 | 149.31 | |
| 0.0065 | 0.67 |
Estimation Period:
Mar 19, 2018 to Oct 17, 2025
Mar 19, 2018 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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