SDI Properties Fundo DE Inve AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.91% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2082 | 17.36 | |
| 0.1979 | 24.17 | |
| 0.6816 | 132.01 | |
| -0.0433 | -0.75 |
Estimation Period:
May 5, 2020 to Feb 6, 2026
May 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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