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Premia Real Estate Investment Co SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.28% (+0.07%)
Analysis last updated: Thursday, February 12, 2026 at 08:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Premia Real Estate Investment Co SA S0GARCH
paramt-stat
ω0.54814.95
α0.13917.11
β0.729317.76
γ10.12040.96
γ2-0.0155-0.08
γ3-0.4208-3.51
γ40.55174.84
γ5-0.4157-3.37
γ60.05400.38
γ70.32622.23
γ8-0.1891-1.91
Estimation Period:
Jan 8, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts