Fundo Investimento Imobiliar MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.03% (-5.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7197 | 7,197,260.00 | |
| 0.0303 | 302,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.9151 | 33.89 | |
| 0.1704 | 33.37 | |
| 0.0000 | 0.00 |
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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