Imobiliario Mercantil DO BRA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.17% (-6.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0747 | 3.24 | |
| 0.2209 | 6.00 | |
| 0.6084 | 11.58 | |
| 0.2222 | 0.85 | |
| -0.2565 | -0.67 | |
| -0.2034 | -1.05 | |
| 0.6349 | 3.01 | |
| -0.5682 | -1.63 | |
| 0.2449 | 0.61 | |
| -0.3730 | -1.00 |
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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