Habitat II - Fundo DE Invest Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.90% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4315 | 4.24 | |
| 0.2950 | 3.06 | |
| 0.1321 | 1.34 | |
| 4.6301 | 1.93 | |
| -2.9415 | -0.83 | |
| -6.6133 | -2.03 | |
| 10.1896 | 2.92 | |
| -8.0686 | -2.64 | |
| 1.6123 | 0.48 | |
| 4.9287 | 1.45 | |
| -8.6842 | -2.90 | |
| 13.6136 | 3.56 |
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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