Itau Credito Imobiliario EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.75% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 3.99 | |
| 0.3424 | 9.15 | |
| 0.9227 | 58.28 | |
| 0.0386 | 1.67 |
Estimation Period:
Feb 19, 2024 to Feb 6, 2026
Feb 19, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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