Itau Unibanco Holding SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.09% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0205 | 11.44 | |
| 0.0639 | 6.90 | |
| 0.9145 | 79.79 | |
| 0.0004 | 1.15 |
Estimation Period:
Jul 2, 2001 to Feb 13, 2026
Jul 2, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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