Fundo Investimento Imobiliar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:11.18% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6274 | 2.98 | |
| 0.0722 | 13.41 | |
| 0.9782 | 140.01 | |
| 3.6815 | 6.99 |
Estimation Period:
Sep 18, 2017 to Oct 10, 2025
Sep 18, 2017 to Oct 10, 2025
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