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Fundo DE Invest Imob FII EDI Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.25% (-1.08%)
Analysis last updated: Tuesday, February 10, 2026 at 11:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fundo DE Invest Imob FII EDI SGARCH
paramt-stat
ω0.51543.00
α0.13904.28
β0.708012.55
γ1-1.6257-1.74
γ22.10381.70
γ3-0.9810-1.54
γ41.08061.61
γ5-0.9790-1.33
γ60.53380.78
γ70.43330.55
γ8-1.8307-1.51
γ92.61801.94
γ10-1.9850-1.51
Estimation Period:
Mar 10, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts