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V-Lab

Fundo DE Investimento Imobil Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.14% (-0.23%)
Analysis last updated: Saturday, February 14, 2026 at 01:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Fundo DE Investimento Imobil SGARCH
paramt-stat
ω0.93401.64
α0.08332.64
β0.37321.25
γ15.45620.74
γ2-10.6728-1.13
γ38.07801.94
γ4-1.3857-0.32
γ5-6.2524-1.30
γ67.01231.70
γ73.33240.77
γ8-13.5393-2.37
γ913.62332.33
γ10-15.1545-3.32
Estimation Period:
Apr 8, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts