Patria Plus Multiestrategia Real Estate FII Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.26% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4218 | 2.36 | |
| 0.1871 | 2.13 | |
| 0.0000 | 0.00 | |
| -22.6419 | -1.63 | |
| 41.8643 | 1.80 | |
| -46.3169 | -1.87 | |
| 48.1870 | 2.03 | |
| -25.3496 | -1.78 | |
| -2.7585 | -0.35 | |
| 14.3388 | 2.01 | |
| -9.3409 | -1.85 |
Estimation Period:
Sep 2, 2022 to Feb 6, 2026
Sep 2, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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