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Fundo DE Investimento Imobil Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.41% (-0.43%)
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 SGARCH
paramt-stat
ω0.26805.46
α0.19614.91
β0.53796.39
γ10.06680.05
γ2-1.8501-0.76
γ32.68141.67
γ4-1.0156-0.60
γ5-1.0792-0.42
γ63.52331.40
γ7-4.2181-2.68
γ82.11992.04
γ9-0.1727-0.09
Estimation Period:
Aug 24, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts