Vectis Juros Real Fundo DE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.02% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7680 | 3.95 | |
| 0.2495 | 3.03 | |
| 0.0461 | 0.59 | |
| -5.2896 | -2.98 | |
| 6.5503 | 3.51 | |
| -0.2444 | -0.14 | |
| -1.9581 | -0.90 | |
| 0.4395 | 0.22 | |
| 3.3631 | 2.00 | |
| -6.3085 | -3.40 | |
| 4.8684 | 3.22 |
Estimation Period:
Jan 28, 2020 to Feb 6, 2026
Jan 28, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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