Skip to main content
V-Lab

SP Downtown Fundo DE Investi Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.05% (-1.10%)
Analysis last updated: Thursday, February 12, 2026 at 12:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SP Downtown Fundo DE Investi SGARCH
paramt-stat
ω0.78212.93
α0.11425.17
β0.792320.84
γ1-0.4359-0.64
γ21.42771.47
γ3-2.0468-3.12
γ41.17882.35
γ50.45250.98
γ6-0.6715-0.88
γ7-0.7366-0.72
γ81.59331.68
γ9-0.7720-1.07
γ10-0.4076-0.48
Estimation Period:
Mar 12, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts