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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1044 | 12.62 | |
| 0.4232 | 14.01 | |
| 0.6157 | 50.60 | |
| -0.0779 | -1.88 |
Estimation Period:
Nov 27, 2020 to Jun 5, 2026
Nov 27, 2020 to Jun 5, 2026
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