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Fundo Invest Imobiliario CEN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.38% (-4.78%)
Analysis last updated: Sunday, February 8, 2026 at 04:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fundo Invest Imobiliario CEN S0GARCH
paramt-stat
ω0.68250.00
α0.19200.00
β0.80790.00
γ1-5.5934-0.02
γ26.27500.01
γ3-1.3213-0.00
γ40.58140.00
γ51.62940.00
γ6-2.9600-0.00
γ72.15401.36
γ8-1.5009-0.00
γ91.19620.00
γ10-0.5870-0.00
Estimation Period:
Dec 28, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts