Mitre Realty Empreendimentos Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.04% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6523 | 5.88 | |
| 0.1131 | 3.47 | |
| 0.5922 | 5.48 | |
| 0.9558 | 4.02 | |
| -1.2708 | -3.52 | |
| 0.3198 | 1.07 | |
| -0.2699 | -0.71 |
Estimation Period:
Feb 5, 2020 to Feb 6, 2026
Feb 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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