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V-Lab

Fundo DE Investimento Imobil Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.74% (-0.36%)
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 SGARCH
paramt-stat
ω0.72413.74
α0.08162.31
β0.61132.70
γ1-11.4550-4.94
γ217.45354.97
γ3-7.9591-2.77
γ42.98621.07
γ50.39500.20
γ6-3.6436-1.90
γ72.31871.12
γ80.80340.41
γ9-2.2840-1.05
γ102.56790.73
Estimation Period:
Dec 10, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts