Skip to main content
V-Lab

Alianza Trust Renda Imobilia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:6.89% (-1.02%)
Analysis last updated: Sunday, February 15, 2026 at 04:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alianza Trust Renda Imobilia S0GARCH
paramt-stat
ω0.00000.80
α0.49902.63
β0.50102.64
γ1-52.4616-6.41
γ262.11265.15
γ3-14.1391-2.42
γ45.71661.78
γ5-1.5283-0.64
γ60.77900.38
γ7-1.1971-0.62
γ81.79210.75
γ9-1.9896-0.79
γ101.28890.80
Estimation Period:
Jan 4, 2018 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts