Skip to main content
V-Lab

Fundo DE Investimento Imobil Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.33% (-0.37%)
Analysis last updated: Sunday, February 8, 2026 at 04:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fundo DE Investimento Imobil S0GARCH
paramt-stat
ω0.73283.74
α0.08252.33
β0.61652.81
γ1-11.1869-4.81
γ217.01454.82
γ3-7.6877-2.64
γ42.82481.01
γ50.50370.25
γ6-3.7444-1.95
γ72.45501.20
γ80.58700.32
γ9-1.9400-1.19
γ101.91001.45
Estimation Period:
Dec 10, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts