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V-Lab

Fundo DE Investimento Imobil Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.81% (-0.75%)
Analysis last updated: Sunday, February 8, 2026 at 04:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fundo DE Investimento Imobil SGARCH
paramt-stat
ω25.11776.33
α0.445958.98
β0.553972.87
γ1-1.5372-1.97
γ22.75602.27
γ3-3.2500-2.62
γ411.56105.47
γ5-94.7519-28.07
γ6283.290098.69
γ7-416.0250-117.64
γ8365.266364.10
γ9-207.4636-45.03
γ1080.91118.70
Estimation Period:
Aug 24, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts