Fundo Investimento Imobiliar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.99% (-3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2888 | 2.79 | |
| 0.1346 | 2.96 | |
| 0.7801 | 9.01 | |
| 2.9809 | 1.35 | |
| -3.9606 | -1.18 | |
| 0.0484 | 0.02 | |
| 2.1845 | 0.90 | |
| -3.0800 | -1.28 | |
| 2.6958 | 1.34 | |
| -1.9017 | -1.09 | |
| 4.9037 | 2.32 | |
| -9.0469 | -3.27 | |
| 12.7468 | 2.23 |
Estimation Period:
Oct 2, 2018 to Feb 6, 2026
Oct 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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