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SP Downtown Fundo DE Investi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.50% (-1.01%)
Analysis last updated: Sunday, February 15, 2026 at 03:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SP Downtown Fundo DE Investi S0GARCH
paramt-stat
ω0.79552.96
α0.11245.16
β0.798021.40
γ1-0.3857-0.57
γ21.35361.40
γ3-2.0116-3.03
γ41.16462.29
γ50.44700.95
γ6-0.6411-0.83
γ7-0.7927-0.77
γ81.68531.79
γ9-0.9603-1.50
γ100.07900.21
Estimation Period:
Mar 12, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts