Patrimonio Autonomo Estrateg Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.31% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2543 | 2.41 | |
| 0.2109 | 4.02 | |
| 0.6318 | 4.95 | |
| 21.3802 | 4.43 | |
| -32.4232 | -4.24 | |
| 21.9370 | 2.98 | |
| -22.3521 | -2.92 | |
| 17.8420 | 2.56 | |
| -3.6644 | -0.48 | |
| -13.9234 | -0.86 |
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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