Capitania Shoppings Fundo DE MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.34% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3884 | 22.26 | |
| 0.4980 | 24.79 | |
| -0.1621 | -4.92 | |
| 0.7010 | 0.08 | |
| 0.0302 | 0.09 | |
| 0.2761 | 0.03 |
Estimation Period:
Jul 18, 2023 to Jan 30, 2026
Jul 18, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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