Fundo Campus Faria Lima Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.41%
increased by 1.31%
1 Week
13.75%
increased by 2.65%
1 Month
16.53%
increased by 5.43%
Analysis last updated: Tuesday, June 9, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9262 | 5.87 | |
| 0.2432 | 8.33 | |
| 0.6747 | 14.42 | |
| -0.0661 | -2.57 | |
| 0.0897 | 2.82 |
Estimation Period:
Aug 24, 2012 to Jun 5, 2026
Aug 24, 2012 to Jun 5, 2026
Other Fundo Campus Faria Lima Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate