Patrimonio Autonomo Estrateg Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.82% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9714 | 2.41 | |
| 0.1928 | 3.69 | |
| 0.6284 | 4.55 | |
| 21.3207 | 4.54 | |
| -32.3173 | -4.35 | |
| 21.7739 | 3.05 | |
| -22.6703 | -3.10 | |
| 20.2656 | 3.20 | |
| -10.0892 | -2.28 | |
| 1.2351 | 0.47 |
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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