Capitania Shoppings Fundo DE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.87% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6038 | 2.83 | |
| 0.2519 | 2.90 | |
| 0.3292 | 2.05 | |
| -21.2137 | -0.68 | |
| 106.8966 | 2.14 | |
| -153.8134 | -4.45 | |
| 103.3372 | 3.88 | |
| -51.2128 | -2.05 | |
| 13.1898 | 0.63 | |
| 12.2555 | 0.65 | |
| -11.6587 | -0.62 | |
| 0.7882 | 0.06 |
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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