Fundo Investimento Imobiliar Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:18.00% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8405 | 7.47 | |
| 0.1204 | 3.94 | |
| 0.6566 | 6.54 | |
| -0.1557 | -3.43 | |
| 0.3030 | 3.89 |
Estimation Period:
Mar 19, 2018 to Oct 17, 2025
Mar 19, 2018 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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