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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7068 | 7,067,550.00 | |
| 0.0432 | 432,450.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.4049 | 79.59 | |
| 0.5413 | 20,048.11 | |
| 0.0000 | 0.01 |
Estimation Period:
Dec 5, 2019 to Jun 5, 2026
Dec 5, 2019 to Jun 5, 2026
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