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Param	Value	t-stat
ωconst	1.1120	2.55**
αARCH	0.2945	1.59
βGARCH	0.0000	0.00

γ₁	-67.8125	-2.70***
γ₂	120.7286	3.38***
γ₃	-106.6355	-3.99***
γ₄	119.1364	4.24***
γ₅	-103.4414	-3.99***
γ₆	27.4643	0.70

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1120	2.55**
α ARCH Response to squared shocks	0.2945	1.59
β GARCH Volatility persistence	0.0000	0.00

γ₁	-67.8125	-2.70***
γ₂	120.7286	3.38***
γ₃	-106.6355	-3.99***
γ₄	119.1364	4.24***
γ₅	-103.4414	-3.99***
γ₆	27.4643	0.70

V-Lab

Itau Tempus Fundo De Investimento Imobiliario Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

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