Fundo Investimento Imobiliar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:10.94% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 10.59 | |
| 0.0876 | 12.76 | |
| 0.8963 | 175.33 | |
| -0.0096 | -0.75 |
Estimation Period:
Sep 18, 2017 to Oct 10, 2025
Sep 18, 2017 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Fundo Investimento Imobiliar Analyses
Other GJR-GARCH Analyses on Closed-end Funds