BTG Pactual Logistica Fundo Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.14% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2354 | 4.90 | |
| 0.1744 | 6.17 | |
| 0.7060 | 13.25 | |
| -0.7318 | -5.15 | |
| 1.0467 | 4.83 | |
| -0.4937 | -3.00 | |
| 0.1109 | 0.64 | |
| 0.0460 | 0.25 | |
| 0.1844 | 0.98 | |
| -0.5128 | -2.31 |
Estimation Period:
Aug 12, 2010 to Feb 6, 2026
Aug 12, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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