BB Progressivo II Fundo DE Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.29% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5031 | 2.62 | |
| 0.1243 | 5.30 | |
| 0.7821 | 20.99 | |
| 0.4897 | 0.90 | |
| -0.3581 | -0.48 | |
| -0.1442 | -0.25 | |
| -0.5683 | -0.83 | |
| 1.6291 | 2.14 | |
| -2.0712 | -2.36 | |
| 1.7521 | 2.48 | |
| -1.0877 | -2.28 | |
| 0.6655 | 1.24 | |
| -1.2982 | -1.48 |
Estimation Period:
Dec 12, 2012 to Feb 6, 2026
Dec 12, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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