Valora CRI Indice DE Preco Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.09% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8283 | 1.40 | |
| 0.0984 | 2.90 | |
| 0.7181 | 8.53 | |
| 6.6956 | 1.05 | |
| -13.9798 | -1.66 | |
| 14.6038 | 3.64 | |
| -11.9066 | -3.95 | |
| 7.2087 | 2.62 | |
| -5.9748 | -2.22 | |
| 8.6660 | 3.34 | |
| -12.5892 | -4.42 | |
| 17.4246 | 4.14 |
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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