Alianza Trust Renda Imobilia MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:1.86% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2500 | 2,500,100.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.1919 | 1,919,420.00 | |
| 0.0319 | 319,230.00 | |
| 0.7488 | 7,488,020.00 |
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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