Itau Credito Imobiliario MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.96% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1950 | 13.32 | |
| 0.8394 | 53.05 | |
| -0.1950 | -13.46 | |
| 0.1717 | 1.07 | |
| 0.0399 | 1.27 | |
| 0.7768 | 3.96 |
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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