BTG Pactual Credito Agrocola Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.39% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4522 | 4.17 | |
| 0.0745 | 2.47 | |
| 0.8040 | 5.88 | |
| 1.8248 | 1.07 | |
| -1.4012 | -0.55 | |
| -0.2872 | -0.13 | |
| 1.4693 | 0.48 | |
| -7.0638 | -1.68 | |
| 17.0122 | 3.55 |
Estimation Period:
Mar 14, 2022 to Feb 6, 2026
Mar 14, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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