Itau Credito Imobiliario AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.68% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 4.40 | |
| 0.1742 | 8.09 | |
| 0.7816 | 33.68 | |
| -0.2074 | -2.56 |
Estimation Period:
Feb 19, 2024 to Feb 13, 2026
Feb 19, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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