Urca Prime Renda Fundo DE IN Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.13% (-12.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3086 | 3.04 | |
| 0.5081 | 3.85 | |
| 0.0325 | 0.92 | |
| -1.0742 | -0.21 | |
| 2.6920 | 0.34 | |
| -2.8637 | -0.47 | |
| -1.1005 | -0.16 | |
| 12.3379 | 1.69 | |
| -24.8448 | -3.26 | |
| 28.8381 | 4.18 | |
| -20.5451 | -3.85 | |
| 6.1760 | 1.26 | |
| 4.6709 | 0.69 |
Estimation Period:
Aug 27, 2020 to Feb 6, 2026
Aug 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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