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V-Lab

Alianza Trust Renda Imobilia Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:4.97% (-1.24%)
Analysis last updated: Sunday, February 15, 2026 at 04:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alianza Trust Renda Imobilia SGARCH
paramt-stat
ω0.00002.00
α0.42837.10
β0.57139.50
γ1-50.4321-5.58
γ260.19764.52
γ3-14.6116-2.29
γ46.33931.80
γ5-1.8840-0.67
γ60.92830.38
γ7-1.2198-0.50
γ81.30640.41
γ9-0.1582-0.04
γ10-4.4341-1.05
Estimation Period:
Jan 4, 2018 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts