SDI Properties Fundo DE Inve GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.67% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 12.41 | |
| 0.0807 | 8.12 | |
| 0.8841 | 147.15 | |
| 0.0044 | 0.26 |
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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