Supernova Fundo DE Investime MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.10% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1834 | 12.41 | |
| 0.6205 | 29.33 | |
| 0.0009 | 0.04 | |
| 0.0388 | 2.48 | |
| 0.0975 | 2.36 | |
| 0.8582 | 15.04 |
Estimation Period:
May 6, 2020 to Feb 6, 2026
May 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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