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V-Lab

Faria Lima Capital Recebiveis Imobiliarios I Fdo Inv Imob Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 9th, 2026

1 Day

7.07%

decreased by 0.54%

1 Week

7.59%

decreased by 0.02%

1 Month

8.01%

increased by 0.40%

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 SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω1.94803.99
α0.32704.21
β0.36623.04
γ16.12232.69
γ2-8.5355-2.28
γ33.54221.23
γ4-2.1410-0.78
γ51.49580.46
γ62.59830.64
γ7-11.0942-1.52
Estimation Period:
Jan 27, 2021 to Jun 5, 2026