FII BTG Pactual Agro Logisti GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.27% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2338 | 8.80 | |
| 0.1389 | 10.35 | |
| 0.8923 | 77.74 | |
| 4.8123 | 4.26 |
Estimation Period:
Feb 4, 2021 to Feb 6, 2026
Feb 4, 2021 to Feb 6, 2026
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