Patria Plus Multiestrategia Real Estate FII Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.09% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4193 | 2.35 | |
| 0.1848 | 2.11 | |
| 0.0000 | 0.00 | |
| -22.9707 | -1.66 | |
| 42.4125 | 1.83 | |
| -46.7085 | -1.90 | |
| 48.5595 | 2.05 | |
| -25.8625 | -1.82 | |
| -1.8220 | -0.23 | |
| 12.2635 | 1.57 | |
| -4.3270 | -0.38 |
Estimation Period:
Sep 2, 2022 to Feb 6, 2026
Sep 2, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Patria Plus Multiestrategia Real Estate FII Analyses
Other Spline-GARCH Analyses on Closed-end Funds