Fundo Investimento Imobiliar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.16% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2547 | 2.40 | |
| 0.1441 | 3.32 | |
| 0.8008 | 12.81 | |
| 0.1030 | 0.19 | |
| -0.3088 | -0.44 | |
| -0.3349 | -0.83 | |
| 1.5070 | 3.44 | |
| -1.5280 | -3.92 |
Estimation Period:
Oct 2, 2018 to Feb 6, 2026
Oct 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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