Fundo DE Investimento Imobil Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.14% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9340 | 1.64 | |
| 0.0833 | 2.64 | |
| 0.3732 | 1.25 | |
| 5.4562 | 0.74 | |
| -10.6728 | -1.13 | |
| 8.0780 | 1.94 | |
| -1.3857 | -0.32 | |
| -6.2524 | -1.30 | |
| 7.0123 | 1.70 | |
| 3.3324 | 0.77 | |
| -13.5393 | -2.37 | |
| 13.6233 | 2.33 | |
| -15.1545 | -3.32 |
Estimation Period:
Apr 8, 2021 to Feb 6, 2026
Apr 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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