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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Zavit Real Estate Fund Fdo Inv Imob SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω3.46600.02
α0.58060.02
β0.41940.01
γ1-49.9696-0.03
γ268.57810.04
γ3-34.1536-0.06
γ416.66470.05
γ57.48600.02
γ6-15.7423-0.03
γ711.25310.01
Estimation Period:
Oct 31, 2022 to Jun 5, 2026