Fibra Nova Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.90% (-2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.5447 | 125,447,400.00 | |
| 0.1906 | 1,906,070.00 | |
| 0.8094 | 8,093,930.00 | |
| 3,149.3670 | 31,493,670,000.00 | |
| -4,523.9150 | -45,239,150,000.00 | |
| 1,568.6600 | 15,686,600,000.00 | |
| -150.5064 | -1,505,064,000.00 | |
| -122.2124 | -1,222,124,000.00 | |
| 130.5839 | 1,305,839,000.00 | |
| -64.4894 | -644,893,800.00 | |
| 12.6859 | 126,859,000.00 |
Estimation Period:
Jul 25, 2018 to Feb 6, 2026
Jul 25, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fibra Nova Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate