Itau Asset Rural Fiagro - IM Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.48% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3495 | 5.54 | |
| 0.1651 | 2.75 | |
| 0.5031 | 2.79 | |
| 1.4826 | 1.34 | |
| -2.1301 | -1.25 | |
| 2.6581 | 1.89 | |
| -5.1112 | -3.09 | |
| 4.6659 | 3.42 |
Estimation Period:
Mar 10, 2022 to Feb 6, 2026
Mar 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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