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V-Lab

FII CEO Cyrela Commercial Properties Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 9th, 2026

1 Day

12.38%

decreased by 1.26%

1 Week

12.41%

decreased by 1.23%

1 Month

12.47%

decreased by 1.17%

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 SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.93843.44
α0.16905.17
β0.65849.09
γ1-2.2717-1.89
γ24.24532.15
γ3-4.2977-3.05
γ45.25434.63
γ5-5.2511-4.04
γ63.72042.35
γ7-1.8140-1.27
γ8-0.2134-0.13
γ91.22830.63
γ10-1.4955-0.71
Estimation Period:
Sep 2, 2015 to Jun 5, 2026