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V-Lab

Patria Securities Fundo De Investimento Imobiliario Responsabilidade Limitada Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, June 8th, 2026

1 Day

10.34%

decreased by 0.74%

1 Week

11.31%

increased by 0.23%

1 Month

11.57%

increased by 0.49%

Analysis last updated: Sunday, June 7, 2026 at 02:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Patria Securities Fundo De Investimento Imobiliario Responsabilidade Limitada S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω1.86886.04
α0.20973.77
β0.04370.54
γ10.03900.02
γ26.38651.68
γ3-14.1076-5.30
γ411.42763.86
γ5-1.6997-0.57
γ6-7.0530-2.76
γ710.06593.25
γ8-9.6805-2.46
γ96.99772.02
γ10-2.4331-0.96
Estimation Period:
May 5, 2020 to Jun 5, 2026