Fundo De Investimento Imobiliario VBI Logistico GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.35% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 12.64 | |
| 0.1232 | 9.48 | |
| 0.8748 | 170.62 | |
| -0.0277 | -1.28 |
Estimation Period:
Nov 16, 2018 to Feb 13, 2026
Nov 16, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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