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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8688 | 6.04 | |
| 0.2097 | 3.77 | |
| 0.0437 | 0.54 | |
| 0.0390 | 0.02 | |
| 6.3865 | 1.68 | |
| -14.1076 | -5.30 | |
| 11.4276 | 3.86 | |
| -1.6997 | -0.57 | |
| -7.0530 | -2.76 | |
| 10.0659 | 3.25 | |
| -9.6805 | -2.46 | |
| 6.9977 | 2.02 | |
| -2.4331 | -0.96 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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