Rossi Residencial SA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.23% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7988 | 26.50 | |
| 0.1350 | 47.75 | |
| 0.8345 | 411.10 | |
| -0.0933 | -1.10 |
Estimation Period:
Oct 22, 1997 to Jan 23, 2026
Oct 22, 1997 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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