Itau Asset Rural Fiagro - IM Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.79% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3312 | 5.74 | |
| 0.1506 | 2.50 | |
| 0.4529 | 2.29 | |
| 1.5439 | 1.44 | |
| -2.3109 | -1.39 | |
| 3.0818 | 2.12 | |
| -6.1932 | -3.23 | |
| 7.7095 | 2.83 |
Estimation Period:
Mar 10, 2022 to Feb 6, 2026
Mar 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Itau Asset Rural Fiagro - IM Analyses
Other Spline-GARCH Analyses on Closed-end Funds