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V-Lab

Fiducial Real Estate SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.81% (-0.60%)
Analysis last updated: Saturday, February 7, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fiducial Real Estate SA SGARCH
paramt-stat
ω1.87026.03
α0.09016.27
β0.842029.30
γ1-0.0727-1.41
γ20.14421.71
γ3-0.0858-1.18
γ4-0.0872-1.16
γ50.22783.38
γ6-0.1843-2.62
γ70.06110.69
γ80.03470.27
γ9-0.0662-0.36
Estimation Period:
Sep 21, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts