Habitat II - Fundo DE Invest GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.25% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4177 | 20.64 | |
| 0.3526 | 10.29 | |
| 0.2445 | 8.85 |
Estimation Period:
May 5, 2020 to Feb 6, 2026
May 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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