Fundo Invest Imobiliario AGE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.04% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 6.76 | |
| 0.1631 | 10.17 | |
| 0.7972 | 57.84 | |
| -0.0535 | -2.48 |
Estimation Period:
Nov 14, 2012 to Feb 6, 2026
Nov 14, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fundo Invest Imobiliario AGE Analyses
Other GJR-GARCH Analyses on Closed-end Funds