Valora RE III Fundo DE Inves Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.26% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3002 | 1.74 | |
| 0.2009 | 5.20 | |
| 0.5529 | 5.73 | |
| -3.1110 | -0.69 | |
| 4.1217 | 0.68 | |
| -4.2264 | -1.50 | |
| 6.3524 | 2.38 | |
| -6.3521 | -2.78 | |
| 7.3826 | 3.63 | |
| -8.4907 | -4.64 | |
| 8.2689 | 5.00 | |
| -6.8404 | -4.09 | |
| 3.9834 | 3.19 |
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Aug 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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