Itau Credito Imobiliario Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.91% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0120 | 4.77 | |
| 0.1546 | 1.71 | |
| 0.0000 | 0.00 | |
| 10.2647 | 5.38 | |
| -19.2317 | -6.54 | |
| 18.9353 | 6.65 |
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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