Fundo Investimento Imobiliar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.65% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0612 | 9.81 | |
| 0.1296 | 9.95 | |
| 0.8343 | 83.13 | |
| -0.0309 | -1.65 |
Estimation Period:
Dec 25, 2017 to Feb 13, 2026
Dec 25, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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