Caixa Seguridade Participaco Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.73% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6006 | 9.02 | |
| 0.0619 | 2.60 | |
| 0.8071 | 10.50 | |
| 0.0767 | 2.70 |
Estimation Period:
Apr 29, 2021 to Jan 30, 2026
Apr 29, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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