Patria Logistica Fundo DE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.68% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9976 | 4.72 | |
| 0.1349 | 3.56 | |
| 0.6561 | 6.18 | |
| 4.6388 | 2.11 | |
| -6.4646 | -1.86 | |
| 2.0505 | 0.75 | |
| 1.5917 | 0.63 | |
| -7.2899 | -2.97 | |
| 12.7540 | 5.15 | |
| -12.8564 | -5.36 | |
| 7.4583 | 4.13 |
Estimation Period:
Aug 14, 2020 to Feb 6, 2026
Aug 14, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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