Mitre Realty Empreendimentos Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.20% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6215 | 5.65 | |
| 0.1105 | 3.33 | |
| 0.6237 | 5.99 | |
| 0.9020 | 3.72 | |
| -1.1446 | -3.18 | |
| 0.0936 | 0.36 | |
| 0.3104 | 1.66 |
Estimation Period:
Feb 5, 2020 to Jan 30, 2026
Feb 5, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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