Fundo DE Investimento Imobil Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.33% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 2.00 | |
| 0.3737 | 6.74 | |
| 0.3328 | 4.06 | |
| -57.2565 | -9.68 | |
| 63.2282 | 8.03 | |
| -9.9216 | -3.24 | |
| 5.4165 | 2.23 | |
| -1.0056 | -0.38 | |
| -2.5800 | -0.79 | |
| 3.6924 | 1.10 | |
| 1.4327 | 0.51 | |
| -11.0848 | -4.02 | |
| 18.0738 | 3.84 |
Estimation Period:
Nov 8, 2019 to Feb 6, 2026
Nov 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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