Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.08% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3355 | 11.51 | |
| 0.3528 | 10.66 | |
| 0.6500 | 39.30 | |
| -0.2851 | -7.53 |
Estimation Period:
Nov 8, 2019 to Feb 13, 2026
Nov 8, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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