Hedge Brasil Shopping Fundo Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.52% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1399 | 5.71 | |
| 0.1821 | 5.97 | |
| 0.6825 | 15.23 | |
| 0.0441 | 0.67 | |
| -0.1460 | -1.43 | |
| 0.2284 | 2.88 | |
| -0.2358 | -3.31 | |
| 0.1638 | 3.26 |
Estimation Period:
Oct 12, 2011 to Feb 13, 2026
Oct 12, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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