Itau Unibanco Holding SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.55% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7200 | 4.00 | |
| 0.0584 | 7.22 | |
| 0.9130 | 75.01 | |
| 0.1250 | 4.02 | |
| -0.1586 | -3.80 | |
| 0.0567 | 2.33 | |
| -0.0368 | -1.59 | |
| 0.0310 | 1.31 | |
| -0.0414 | -1.93 | |
| 0.0394 | 2.40 |
Estimation Period:
Dec 17, 1992 to Feb 6, 2026
Dec 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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