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Hedge Brasil Shopping Fundo Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.08% (+0.10%)
Analysis last updated: Saturday, February 14, 2026 at 01:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hedge Brasil Shopping Fundo SGARCH
paramt-stat
ω0.86474.90
α0.20405.78
β0.598410.80
γ1-0.4424-1.14
γ20.63261.04
γ3-0.2671-0.65
γ4-0.0772-0.24
γ50.29420.88
γ6-0.1618-0.49
γ70.38711.37
γ8-1.2574-4.40
γ91.98725.66
γ10-2.8161-6.04
Estimation Period:
Oct 12, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts