Imobiliario Mercantil DO BRA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.36% (-6.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0682 | 3.89 | |
| 0.2223 | 5.76 | |
| 0.6181 | 12.28 | |
| 0.1696 | 1.56 | |
| -0.3603 | -2.05 | |
| 0.4128 | 3.22 | |
| -0.3127 | -3.09 | |
| 0.0754 | 0.86 |
Estimation Period:
Oct 12, 2011 to Feb 6, 2026
Oct 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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