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Fundo DE Investimento Imobil Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.43% (-0.41%)
Analysis last updated: Tuesday, February 10, 2026 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fundo DE Investimento Imobil S0GARCH
paramt-stat
ω0.26825.46
α0.19874.91
β0.53346.44
γ10.04850.03
γ2-1.8168-0.75
γ32.65701.65
γ4-1.0058-0.59
γ5-1.0672-0.42
γ63.48131.38
γ7-4.1250-2.66
γ81.90702.16
γ90.39380.70
Estimation Period:
Aug 24, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts