Skip to main content
V-Lab

Bresco Fundo DE Investimento MF2-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

28.96%

increased by 19.84%

1 Week

2,725,515,701,660,880.00%

increased by 2,725,515,701,660,871.00%

1 Month

2,609,531,222,269,624,400,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

increased by 2,609,531,222,269,624,400,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

Analysis last updated: Tuesday, June 9, 2026 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bresco Fundo DE Investimento MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m31
α0.70687,067,550.00
β0.0432432,450.00
γ0.50005,000,000.00
λ11.404979.59
λ20.541320,048.11
λ30.00000.01
Estimation Period:
Dec 5, 2019 to Jun 5, 2026