Mitre Realty Empreendimentos GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.47% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4145 | 10.25 | |
| 0.0529 | 7.93 | |
| 0.8971 | 122.39 | |
| 0.0190 | 1.76 |
Estimation Period:
Feb 5, 2020 to Jan 30, 2026
Feb 5, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Mitre Realty Empreendimentos Analyses
Other GJR-GARCH Analyses on International Equities