Valora CRI Indice DE Preco Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.47% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0222 | 1.61 | |
| 0.1024 | 2.97 | |
| 0.7479 | 10.02 | |
| 13.9439 | 1.92 | |
| -25.9324 | -2.68 | |
| 21.2856 | 4.71 | |
| -13.0693 | -3.33 | |
| 4.7072 | 1.15 | |
| -2.0099 | -0.51 | |
| 1.2820 | 0.35 | |
| 1.8370 | 0.50 | |
| -5.4677 | -1.52 | |
| 5.0019 | 1.62 |
Estimation Period:
May 5, 2020 to Feb 6, 2026
May 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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