Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.45% (+4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 4.18 | |
| 0.0153 | 3.35 | |
| 0.9422 | 262.82 | |
| 0.0606 | 5.42 |
Estimation Period:
Dec 10, 2019 to Feb 6, 2026
Dec 10, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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