FII BTG Pactual Agro Logisti MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.66% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1619 | 13.89 | |
| 0.4245 | 10.83 | |
| 0.0315 | 1.83 | |
| 0.3003 | 0.67 | |
| 0.4495 | 0.65 | |
| 0.2855 | 0.27 |
Estimation Period:
Feb 4, 2021 to Feb 6, 2026
Feb 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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