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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Faria Lima Capital Recebiveis Imobiliarios I Fdo Inv Imob S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω1.43153.61
α0.26633.45
β0.36862.58
γ11.51321.47
γ2-2.0030-1.36
γ30.19950.18
γ41.71721.53
γ5-2.3844-2.43
Estimation Period:
Jan 27, 2021 to Jun 5, 2026