Skip to main content
V-Lab

Fiducial Real Estate SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.99% (-0.30%)
Analysis last updated: Saturday, February 14, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fiducial Real Estate SA S0GARCH
paramt-stat
ω1.84285.91
α0.08896.16
β0.842128.94
γ1-0.0681-1.33
γ20.13551.62
γ3-0.0808-1.12
γ4-0.0861-1.15
γ50.22353.35
γ6-0.1811-2.68
γ70.06210.80
γ80.02720.30
γ9-0.0459-0.59
Estimation Period:
Sep 21, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts