Itau Total Return Fundo DE MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.62% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.2958 | 3.49 | |
| 0.0000 | 0.00 | |
| -0.2958 | -3.58 | |
| 0.2856 | 0.03 | |
| 0.2469 | 0.03 | |
| 0.3500 | 0.01 |
Estimation Period:
Apr 8, 2024 to Feb 6, 2026
Apr 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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