Fundo Investimento Imobiliar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.81% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0063 | 2.99 | |
| 0.1534 | 4.06 | |
| 0.6279 | 7.02 | |
| 4.5484 | 2.47 | |
| -4.0052 | -1.43 | |
| -0.6540 | -0.28 | |
| -0.0688 | -0.03 | |
| -1.2131 | -0.58 | |
| 4.9291 | 2.94 | |
| -7.1835 | -4.41 | |
| 6.1737 | 3.16 | |
| -4.4292 | -2.06 | |
| 2.7387 | 1.92 |
Estimation Period:
Dec 25, 2017 to Feb 6, 2026
Dec 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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