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Patria Plus Multiestrategia Real Estate FII Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.26% (+1.38%)
Analysis last updated: Saturday, February 14, 2026 at 01:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Patria Plus Multiestrategia Real Estate FII S0GARCH
paramt-stat
ω0.42182.36
α0.18712.13
β0.00000.00
γ1-22.6419-1.63
γ241.86431.80
γ3-46.3169-1.87
γ448.18702.03
γ5-25.3496-1.78
γ6-2.7585-0.35
γ714.33882.01
γ8-9.3409-1.85
Estimation Period:
Sep 2, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts