Itau Total Return Fundo DE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.11% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1595 | 5.74 | |
| 0.1512 | 2.18 | |
| 0.6208 | 3.81 | |
| 0.1123 | 1.10 |
Estimation Period:
Apr 8, 2024 to Feb 13, 2026
Apr 8, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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