Imobiliario Mercantil DO BRA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.85% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2425 | 14.27 | |
| 0.2170 | 9.98 | |
| 0.7388 | 110.34 | |
| 0.0229 | 0.58 |
Estimation Period:
Oct 12, 2011 to Feb 13, 2026
Oct 12, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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