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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9480 | 3.99 | |
| 0.3270 | 4.21 | |
| 0.3662 | 3.04 | |
| 6.1223 | 2.69 | |
| -8.5355 | -2.28 | |
| 3.5422 | 1.23 | |
| -2.1410 | -0.78 | |
| 1.4958 | 0.46 | |
| 2.5983 | 0.64 | |
| -11.0942 | -1.52 |
Estimation Period:
Jan 27, 2021 to Jun 5, 2026
Jan 27, 2021 to Jun 5, 2026
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