Zavit Real Estate Fund Fdo Inv Imob Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.09%
decreased by 7.82%
1 Week
24.60%
decreased by 4.31%
1 Month
35.30%
increased by 6.39%
Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4660 | 0.02 | |
| 0.5806 | 0.02 | |
| 0.4194 | 0.01 | |
| -49.9696 | -0.03 | |
| 68.5781 | 0.04 | |
| -34.1536 | -0.06 | |
| 16.6647 | 0.05 | |
| 7.4860 | 0.02 | |
| -15.7423 | -0.03 | |
| 11.2531 | 0.01 |
Estimation Period:
Oct 31, 2022 to Jun 5, 2026
Oct 31, 2022 to Jun 5, 2026
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