Faria Lima Capital Recebiveis Imobiliarios I Fdo Inv Imob Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
13.36%
decreased by 0.32%
1 Week
15.20%
increased by 1.52%
1 Month
16.39%
increased by 2.71%
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 | |
|---|---|---|
| 1.4315 | 3.61 | |
| 0.2663 | 3.45 | |
| 0.3686 | 2.58 | |
| 1.5132 | 1.47 | |
| -2.0030 | -1.36 | |
| 0.1995 | 0.18 | |
| 1.7172 | 1.53 | |
| -2.3844 | -2.43 |
Estimation Period:
Jan 27, 2021 to Jun 5, 2026
Jan 27, 2021 to Jun 5, 2026
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