Skip to main content
V-Lab

FII CEO Cyrela Commercial Properties Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 9th, 2026

1 Day

14.43%

decreased by 1.15%

1 Week

14.96%

decreased by 0.62%

1 Month

15.74%

increased by 0.16%

Analysis last updated: Tuesday, June 9, 2026 at 08:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FII CEO Cyrela Commercial Properties S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.96973.48
α0.17045.21
β0.66009.38
γ1-2.1296-1.77
γ24.01122.02
γ3-4.1233-2.91
γ45.10514.45
γ5-5.1391-3.92
γ63.66202.29
γ7-1.8292-1.29
γ8-0.0712-0.04
γ90.76240.44
γ10-0.1197-0.12
Estimation Period:
Sep 2, 2015 to Jun 5, 2026