SP Downtown Fundo DE Investi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.50% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7955 | 2.96 | |
| 0.1124 | 5.16 | |
| 0.7980 | 21.40 | |
| -0.3857 | -0.57 | |
| 1.3536 | 1.40 | |
| -2.0116 | -3.03 | |
| 1.1646 | 2.29 | |
| 0.4470 | 0.95 | |
| -0.6411 | -0.83 | |
| -0.7927 | -0.77 | |
| 1.6853 | 1.79 | |
| -0.9603 | -1.50 | |
| 0.0790 | 0.21 |
Estimation Period:
Mar 12, 2013 to Feb 13, 2026
Mar 12, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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