Fundo Investimento Imobiliar GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.47% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 4.75 | |
| 0.1027 | 7.21 | |
| 0.9155 | 272.48 | |
| -0.0365 | -1.72 |
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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