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V-Lab

Fundo DE Investimento Imobil Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:151.63% (-2.42%)
Analysis last updated: Thursday, February 12, 2026 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fundo DE Investimento Imobil SGARCH
paramt-stat
ω20.23740.25
α0.39061.73
β0.60892.75
γ10.44130.06
γ2-17.5911-0.15
γ313.48450.04
γ451.14090.13
γ5-131.9919-0.68
γ6218.192421.15
γ7-226.0737-11.07
γ8117.154019.39
γ9-39.3683-7.91
γ1029.79754.32
Estimation Period:
May 11, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts