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V-Lab

Patria Plus Multiestrategia Real Estate FII Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.09% (+1.39%)
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 SGARCH
paramt-stat
ω0.41932.35
α0.18482.11
β0.00000.00
γ1-22.9707-1.66
γ242.41251.83
γ3-46.7085-1.90
γ448.55952.05
γ5-25.8625-1.82
γ6-1.8220-0.23
γ712.26351.57
γ8-4.3270-0.38
Estimation Period:
Sep 2, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts