Rossi Residencial SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.82% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3585 | 14.66 | |
| 0.0791 | 16.28 | |
| 0.9026 | 280.92 | |
| 0.0068 | 0.90 |
Estimation Period:
Oct 22, 1997 to Feb 13, 2026
Oct 22, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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