Hedge Brasil Shopping Fundo Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.08% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8647 | 4.90 | |
| 0.2040 | 5.78 | |
| 0.5984 | 10.80 | |
| -0.4424 | -1.14 | |
| 0.6326 | 1.04 | |
| -0.2671 | -0.65 | |
| -0.0772 | -0.24 | |
| 0.2942 | 0.88 | |
| -0.1618 | -0.49 | |
| 0.3871 | 1.37 | |
| -1.2574 | -4.40 | |
| 1.9872 | 5.66 | |
| -2.8161 | -6.04 |
Estimation Period:
Oct 12, 2011 to Feb 6, 2026
Oct 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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