SP Downtown Fundo DE Investi Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.05% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7821 | 2.93 | |
| 0.1142 | 5.17 | |
| 0.7923 | 20.84 | |
| -0.4359 | -0.64 | |
| 1.4277 | 1.47 | |
| -2.0468 | -3.12 | |
| 1.1788 | 2.35 | |
| 0.4525 | 0.98 | |
| -0.6715 | -0.88 | |
| -0.7366 | -0.72 | |
| 1.5933 | 1.68 | |
| -0.7720 | -1.07 | |
| -0.4076 | -0.48 |
Estimation Period:
Mar 12, 2013 to Feb 6, 2026
Mar 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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