Fundo Investimento Imobiliar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.66% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4603 | 7.62 | |
| 0.1212 | 72.02 | |
| 0.9957 | 1,903.83 | |
| 2.7056 | 92.75 |
Estimation Period:
Dec 25, 2017 to Feb 13, 2026
Dec 25, 2017 to Feb 13, 2026
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