Rossi Residencial SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.26% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3580 | 14.64 | |
| 0.0793 | 16.31 | |
| 0.9025 | 280.61 | |
| 0.0067 | 0.89 |
Estimation Period:
Oct 22, 1997 to Feb 20, 2026
Oct 22, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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