Patria Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.34% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1323 | 6.58 | |
| 0.0986 | 2.95 | |
| 0.3971 | 1.85 | |
| 3.7672 | 4.02 | |
| -5.2644 | -3.67 | |
| 1.4341 | 1.39 | |
| 1.2855 | 1.39 | |
| -2.3738 | -2.51 | |
| 2.2898 | 1.56 |
Estimation Period:
Jan 22, 2021 to Feb 6, 2026
Jan 22, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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