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V-Lab

Fundo Invest Imobiliario CEN Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.97% (-4.94%)
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 SGARCH
paramt-stat
ω10.67140.00
α0.20460.00
β0.79540.00
γ1-1.6153-0.00
γ21.25150.00
γ30.22810.00
γ4-0.1186-0.00
γ51.84420.00
γ6-2.8923-0.00
γ71.87170.00
γ8-1.0501-0.00
γ90.65290.00
γ100.23730.00
Estimation Period:
Dec 28, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts