Itau Total Return Fundo DE Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.34% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9843 | 4.76 | |
| 0.1506 | 1.93 | |
| 0.5528 | 3.09 | |
| -0.4009 | -1.01 |
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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