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Capitania Shoppings Fundo DE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.87% (-0.56%)
Analysis last updated: Saturday, February 7, 2026 at 01:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Capitania Shoppings Fundo DE S0GARCH
paramt-stat
ω2.60382.83
α0.25192.90
β0.32922.05
γ1-21.2137-0.68
γ2106.89662.14
γ3-153.8134-4.45
γ4103.33723.88
γ5-51.2128-2.05
γ613.18980.63
γ712.25550.65
γ8-11.6587-0.62
γ90.78820.06
Estimation Period:
Jul 18, 2023 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts