Fundo DE Invest IMO Athena I Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.71% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 1.00 | |
| 0.6682 | 3.42 | |
| 0.3316 | 1.70 | |
| -107.8124 | -13.97 | |
| 123.6421 | 9.43 | |
| -20.0598 | -2.29 | |
| 2.0707 | 0.31 | |
| 4.4251 | 0.74 | |
| -2.1541 | -0.39 | |
| -0.7741 | -0.18 | |
| 2.6671 | 0.85 | |
| -2.2949 | -0.64 | |
| -1.9859 | -0.34 |
Estimation Period:
Jun 4, 2020 to Feb 6, 2026
Jun 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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