RBR Premium Recebiveis Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.42% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9909 | 3.46 | |
| 0.1420 | 2.77 | |
| 0.5104 | 2.91 | |
| -1.7302 | -1.02 | |
| 0.2021 | 0.08 | |
| 5.5357 | 2.96 | |
| -7.9784 | -4.48 | |
| 7.3084 | 3.25 |
Estimation Period:
Aug 1, 2022 to Feb 13, 2026
Aug 1, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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