Clave Indices DE Precos Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.90% (+4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1094 | 4.93 | |
| 0.1027 | 2.17 | |
| 0.5704 | 2.21 | |
| 10.7303 | 7.18 | |
| -17.0392 | -7.90 | |
| 8.9054 | 8.01 |
Estimation Period:
Nov 6, 2023 to Feb 6, 2026
Nov 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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