Imobiliario Mercantil DO BRA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.89% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2239 | 13.91 | |
| 0.7327 | 88.41 | |
| 0.0412 | 1.39 | |
| 10.0000 | 0.06 | |
| 0.0000 | 0.00 | |
| 0.0514 | 0.00 |
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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