Capitania Agro Strategies - Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.85% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2243 | 3.50 | |
| 0.2392 | 2.68 | |
| 0.0145 | 0.20 | |
| -11.3553 | -3.98 | |
| 16.1981 | 3.84 | |
| -6.7909 | -2.18 | |
| 2.5520 | 0.77 | |
| -2.7358 | -0.93 | |
| 3.6331 | 1.94 |
Estimation Period:
Jun 22, 2022 to Jan 30, 2026
Jun 22, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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