Rossi Residencial SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.96% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1609 | 18.73 | |
| 0.6037 | 22.73 | |
| -0.0360 | -3.84 | |
| 0.6411 | 1.92 | |
| 0.0967 | 2.03 | |
| 0.8694 | 13.94 |
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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