Fundo DE Investimento Imobil GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.28% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 8.86 | |
| 0.1375 | 8.20 | |
| 0.8414 | 113.97 | |
| -0.0117 | -0.36 |
Estimation Period:
Aug 9, 2022 to Feb 6, 2026
Aug 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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