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Capitania Shoppings Fundo DE Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:5.71% (-0.90%)
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 SGARCH
paramt-stat
ω1.85041.61
α0.24972.86
β0.34002.17
γ1-48.0644-1.24
γ2143.78992.47
γ3-168.7847-4.57
γ4111.37834.01
γ5-57.5690-2.26
γ622.29941.05
γ7-6.4375-0.32
γ828.63831.17
γ9-99.3796-2.92
Estimation Period:
Jul 18, 2023 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts