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Valora RE III Fundo DE Inves Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.26% (-0.57%)
Analysis last updated: Thursday, February 12, 2026 at 12:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Valora RE III Fundo DE Inves S0GARCH
paramt-stat
ω0.30021.74
α0.20095.20
β0.55295.73
γ1-3.1110-0.69
γ24.12170.68
γ3-4.2264-1.50
γ46.35242.38
γ5-6.3521-2.78
γ67.38263.63
γ7-8.4907-4.64
γ88.26895.00
γ9-6.8404-4.09
γ103.98343.19
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts