RBR Premium Recebiveis Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.49% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9478 | 3.37 | |
| 0.1386 | 2.82 | |
| 0.5905 | 3.84 | |
| -1.8788 | -1.06 | |
| 0.3577 | 0.13 | |
| 5.2832 | 2.66 | |
| -6.8970 | -4.03 | |
| 4.3216 | 3.75 |
Estimation Period:
Aug 1, 2022 to Feb 6, 2026
Aug 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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