Capitania Shoppings Fundo DE Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:5.71% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8504 | 1.61 | |
| 0.2497 | 2.86 | |
| 0.3400 | 2.17 | |
| -48.0644 | -1.24 | |
| 143.7899 | 2.47 | |
| -168.7847 | -4.57 | |
| 111.3783 | 4.01 | |
| -57.5690 | -2.26 | |
| 22.2994 | 1.05 | |
| -6.4375 | -0.32 | |
| 28.6383 | 1.17 | |
| -99.3796 | -2.92 |
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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