Fundo Investimento Imobiliar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:20.97% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0400 | 3.37 | |
| 0.1111 | 9.09 | |
| 0.8954 | 29.23 | |
| 2.6095 | 8.99 |
Estimation Period:
Mar 19, 2018 to Oct 17, 2025
Mar 19, 2018 to Oct 17, 2025
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