Fator Verita Fundo INV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.49% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 16.38 | |
| 0.1461 | 13.73 | |
| 0.8498 | 147.99 | |
| -0.0644 | -4.25 |
Estimation Period:
Oct 10, 2011 to Feb 6, 2026
Oct 10, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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