TRX Renda Fundo Investimento Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.57% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4908 | 2.96 | |
| 0.2970 | 4.57 | |
| 0.4804 | 7.52 | |
| 13.1617 | 5.98 | |
| -18.4837 | -4.60 | |
| 7.0718 | 1.80 | |
| 0.0482 | 0.01 | |
| -7.1635 | -1.31 | |
| 13.2999 | 2.73 | |
| -17.0174 | -4.35 | |
| 19.0566 | 4.60 |
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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