Valora RE III Fundo DE Inves Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.90% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3972 | 4.20 | |
| 0.2045 | 5.40 | |
| 0.6119 | 8.81 | |
| -0.6865 | -4.42 | |
| 0.9066 | 4.07 | |
| -0.3505 | -2.08 |
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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