Parque DOM Pedro Shopping GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.21% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3679 | 15.30 | |
| 0.1629 | 10.58 | |
| 0.6683 | 51.80 | |
| -0.0280 | -1.05 |
Estimation Period:
Oct 12, 2011 to Feb 6, 2026
Oct 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Parque DOM Pedro Shopping Analyses
Other GJR-GARCH Analyses on Closed-end Funds