SDI Properties Fundo DE Inve Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.58% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6564 | 3.96 | |
| 0.1291 | 3.35 | |
| 0.2227 | 0.91 | |
| 2.1761 | 0.77 | |
| -1.6760 | -0.44 | |
| -1.7678 | -0.81 | |
| 3.5143 | 1.58 | |
| -7.3607 | -3.69 | |
| 11.8499 | 6.43 | |
| -11.5984 | -6.34 | |
| 5.9969 | 1.93 |
Estimation Period:
May 5, 2020 to Feb 6, 2026
May 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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