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V-Lab

FII Devant Recebiveis Imobiliarios Asy. MEM 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

34.35%

increased by 1.67%

1 Week

35.11%

increased by 2.43%

1 Month

37.99%

increased by 5.31%

Analysis last updated: Tuesday, June 9, 2026 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of FII Devant Recebiveis Imobiliarios AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.104412.62
α0.423214.01
β0.615750.60
γ-0.0779-1.88
Estimation Period:
Nov 27, 2020 to Jun 5, 2026