Patrimonio Autonomo Estrateg MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.85% (+4.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6301 | 27.50 | |
| 0.2454 | 6.69 | |
| -0.4312 | -15.66 | |
| 1.4821 | 0.96 | |
| 0.5134 | 0.69 | |
| 0.0478 | 0.04 |
Estimation Period:
Aug 22, 2022 to Feb 6, 2026
Aug 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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