Fundo Investimento Imobiliar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:10.90% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9921 | 5.61 | |
| 0.0805 | 4.86 | |
| 0.8979 | 43.87 | |
| 0.0008 | 0.17 |
Estimation Period:
Sep 18, 2017 to Oct 10, 2025
Sep 18, 2017 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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