FII Votorantim Shopping Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.13% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9972 | 2.66 | |
| 0.2020 | 5.07 | |
| 0.5563 | 5.74 | |
| 7.6134 | 2.50 | |
| -11.9905 | -2.76 | |
| 7.4817 | 3.48 | |
| -6.1698 | -3.88 | |
| 6.0540 | 3.68 | |
| -5.8391 | -3.28 | |
| 5.9575 | 3.23 | |
| -6.3353 | -4.12 | |
| 5.7235 | 3.68 |
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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