Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.15% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 4.89 | |
| 0.0116 | 3.12 | |
| 0.9516 | 246.52 | |
| 0.0422 | 5.62 |
Estimation Period:
Oct 13, 2020 to Feb 6, 2026
Oct 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fundo DE Investimento Imobil Analyses
Other GJR-GARCH Analyses on Closed-end Funds