Itau Credito Imobiliario Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.05% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0806 | 3.57 | |
| 0.1529 | 1.62 | |
| 0.0000 | 0.00 | |
| 13.6130 | 2.06 | |
| -8.1589 | -0.88 | |
| -21.6225 | -3.71 | |
| 27.1218 | 4.32 | |
| -13.6756 | -2.56 |
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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