Rossi Residencial SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.24% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3589 | 14.67 | |
| 0.0791 | 16.28 | |
| 0.9027 | 280.94 | |
| 0.0069 | 0.91 |
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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