Fundo Investimento Imobiliar AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.08% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0045 | -4.68 | |
| 0.1083 | 23.91 | |
| 0.9153 | 332.97 | |
| -0.1963 | -10.64 |
Estimation Period:
Oct 2, 2018 to Feb 6, 2026
Oct 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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