Alianza Trust Renda Imobilia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:6.89% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.80 | |
| 0.4990 | 2.63 | |
| 0.5010 | 2.64 | |
| -52.4616 | -6.41 | |
| 62.1126 | 5.15 | |
| -14.1391 | -2.42 | |
| 5.7166 | 1.78 | |
| -1.5283 | -0.64 | |
| 0.7790 | 0.38 | |
| -1.1971 | -0.62 | |
| 1.7921 | 0.75 | |
| -1.9896 | -0.79 | |
| 1.2889 | 0.80 |
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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