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V-Lab

Fundo Investimento Imobiliar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.99% (-3.50%)
Analysis last updated: Sunday, February 8, 2026 at 04:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fundo Investimento Imobiliar SGARCH
paramt-stat
ω0.28882.79
α0.13462.96
β0.78019.01
γ12.98091.35
γ2-3.9606-1.18
γ30.04840.02
γ42.18450.90
γ5-3.0800-1.28
γ62.69581.34
γ7-1.9017-1.09
γ84.90372.32
γ9-9.0469-3.27
γ1012.74682.23
Estimation Period:
Oct 2, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts