Clave Indices DE Precos Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.49% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5516 | 0.24 | |
| 0.0000 | 0.00 | |
| 0.9987 | 0.07 | |
| 12.4953 | 0.05 | |
| -20.5835 | -9.67 | |
| 14.6360 | 1.27 |
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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