Itau Total Return Fundo DE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.70% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2508 | 5.82 | |
| 0.1406 | 3.70 | |
| 0.8255 | 26.85 | |
| 5.5730 | 1.23 |
Estimation Period:
Apr 8, 2024 to Feb 6, 2026
Apr 8, 2024 to Feb 6, 2026
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