Valora Hedge Fund Fundo DE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.44% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7557 | 8.54 | |
| 0.2949 | 4.61 | |
| 0.4232 | 4.79 | |
| -0.0375 | -2.77 |
Estimation Period:
Mar 9, 2021 to Feb 6, 2026
Mar 9, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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