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V-Lab

Renta Corp Real Estate Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:65.03% (-2.95%)
Analysis last updated: Thursday, February 12, 2026 at 12:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Renta Corp Real Estate Sa SGARCH
paramt-stat
ω4.85256.25
α0.227211.33
β0.772138.44
γ10.18800.29
γ2-0.4308-0.46
γ3-1.7723-2.82
γ47.57777.54
γ5-16.7012-3.40
γ625.07102.33
γ7-20.5480-2.09
γ86.81222.05
γ90.03990.08
γ10-0.7422-1.31
Estimation Period:
Apr 6, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts