Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.96% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 17.52 | |
| 0.2432 | 12.67 | |
| 0.7433 | 76.57 | |
| -0.0571 | -2.02 |
Estimation Period:
Aug 3, 2020 to Feb 6, 2026
Aug 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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