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	param	t-stat
$ω$	0.1131	1.44
$α$	0.2217	3.75
$β$	0.7192	8.98
$γ_{1}$	1.5277	0.16
$γ_{2}$	-9.2240	-0.73
$γ_{3}$	11.7496	1.24
$γ_{4}$	-4.0524	-0.33
$γ_{5}$	-15.6010	-0.86
$γ_{6}$	43.6367	2.18
$γ_{7}$	-44.7827	-3.54
$γ_{8}$	16.1909	1.57
$γ_{9}$	0.8949	0.08
$γ_{10}$	6.5079	0.50

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HGI Creditos Imobiliarios FII Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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