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V-Lab

Premia Real Estate Investment Co SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.63% (+0.08%)
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 SGARCH
paramt-stat
ω0.55234.99
α0.13927.09
β0.729817.85
γ10.12551.00
γ2-0.0216-0.12
γ3-0.4202-3.50
γ40.55164.82
γ5-0.4110-3.28
γ60.03680.24
γ70.37382.13
γ8-0.3256-1.55
Estimation Period:
Jan 8, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts