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Fundo DE Investimento Imobil Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.60% (-6.89%)
Analysis last updated: Thursday, February 12, 2026 at 12:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fundo DE Investimento Imobil SGARCH
paramt-stat
ω0.00000.00
α0.86230.00
β0.13770.00
γ141.18320.28
γ2-96.0980-0.24
γ370.78370.07
γ4-18.2400-0.05
γ52.75560.01
γ62.65650.00
γ7-9.5508-0.01
γ812.66280.02
γ9-11.7260-0.09
γ1012.12340.08
Estimation Period:
Jul 11, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts