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V-Lab

Fundo Investimento Imobiliar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.81% (-1.33%)
Analysis last updated: Saturday, February 14, 2026 at 01:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fundo Investimento Imobiliar S0GARCH
paramt-stat
ω4.00632.99
α0.15344.06
β0.62797.02
γ14.54842.47
γ2-4.0052-1.43
γ3-0.6540-0.28
γ4-0.0688-0.03
γ5-1.2131-0.58
γ64.92912.94
γ7-7.1835-4.41
γ86.17373.16
γ9-4.4292-2.06
γ102.73871.92
Estimation Period:
Dec 25, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts