Capitania Agro Strategies - Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.55% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2206 | 3.53 | |
| 0.2247 | 2.62 | |
| 0.0000 | 0.00 | |
| -11.4138 | -4.05 | |
| 16.3071 | 3.92 | |
| -6.9795 | -2.26 | |
| 3.0951 | 0.93 | |
| -4.2251 | -1.41 | |
| 7.8382 | 2.90 |
Estimation Period:
Jun 22, 2022 to Feb 6, 2026
Jun 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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