Patria Securities Fundo De Investimento Imobiliario Responsabilidade Limitada Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.15% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9472 | 5.71 | |
| 0.2309 | 4.29 | |
| 0.0590 | 0.65 | |
| 1.6662 | 0.71 | |
| 3.1918 | 0.88 | |
| -12.1690 | -5.30 | |
| 12.6522 | 5.18 | |
| -5.8876 | -2.03 | |
| -2.6657 | -0.90 | |
| 7.9272 | 3.66 | |
| -10.4379 | -5.69 | |
| 11.8995 | 4.28 |
Estimation Period:
May 5, 2020 to Feb 6, 2026
May 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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