FII Votorantim Shopping Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.73% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9583 | 2.57 | |
| 0.2035 | 5.18 | |
| 0.5656 | 6.03 | |
| 7.4059 | 2.42 | |
| -11.6335 | -2.67 | |
| 7.2102 | 3.35 | |
| -5.9560 | -3.72 | |
| 5.8712 | 3.54 | |
| -5.6283 | -3.13 | |
| 5.6441 | 3.03 | |
| -5.7310 | -3.82 | |
| 4.1290 | 4.79 |
Estimation Period:
Jan 18, 2019 to Feb 6, 2026
Jan 18, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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