Alianza Trust Renda Imobilia EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.17% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0192 | -0.84 | |
| 0.3543 | 15.88 | |
| 0.8332 | 12.96 | |
| 0.0270 | 1.60 |
Estimation Period:
Jan 4, 2018 to Feb 13, 2026
Jan 4, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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