Itau Total Return Fundo DE GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.63% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2351 | 7.69 | |
| 0.2399 | 5.32 | |
| 0.6399 | 17.56 | |
| -0.1322 | -2.35 |
Estimation Period:
Apr 8, 2024 to Feb 6, 2026
Apr 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Itau Total Return Fundo DE Analyses
Other GJR-GARCH Analyses on Closed-end Funds