Vectis Juros Real Fundo DE Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.91% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7624 | 3.96 | |
| 0.2505 | 3.01 | |
| 0.0309 | 0.42 | |
| -5.3613 | -3.03 | |
| 6.6675 | 3.58 | |
| -0.3354 | -0.19 | |
| -1.8451 | -0.85 | |
| 0.2401 | 0.12 | |
| 3.7735 | 2.09 | |
| -7.2736 | -3.14 | |
| 7.5598 | 2.16 |
Estimation Period:
Jan 28, 2020 to Feb 6, 2026
Jan 28, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vectis Juros Real Fundo DE Analyses
Other Spline-GARCH Analyses on Closed-end Funds