Fundo Investimento Imobiliar AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.59% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0751 | 12.40 | |
| 0.1198 | 14.90 | |
| 0.8091 | 79.36 | |
| -0.0058 | -0.11 |
Estimation Period:
Dec 25, 2017 to Feb 6, 2026
Dec 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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