Valora Hedge Fund Fundo DE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.84% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8778 | 3.02 | |
| 0.1483 | 9.51 | |
| 0.9196 | 33.30 | |
| 3.2522 | 6.39 |
Estimation Period:
Mar 9, 2021 to Feb 6, 2026
Mar 9, 2021 to Feb 6, 2026
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