Habitat II - Fundo DE Invest Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.81% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4698 | 4.05 | |
| 0.3230 | 3.19 | |
| 0.1748 | 1.78 | |
| 4.8353 | 1.94 | |
| -3.3181 | -0.90 | |
| -6.2723 | -1.89 | |
| 9.9046 | 2.81 | |
| -7.9533 | -2.53 | |
| 1.8996 | 0.55 | |
| 3.4327 | 0.98 | |
| -4.1914 | -1.54 | |
| 2.0826 | 1.12 |
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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