FII Devant Recebiveis Imobiliarios 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
35.18%
increased by 2.20%
1 Week
35.85%
increased by 2.87%
1 Month
38.40%
increased by 5.42%
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 | |
|---|---|---|
| 0.0941 | 4.73 | |
| 0.3617 | 15.26 | |
| 0.6383 | 52.11 |
Estimation Period:
Nov 27, 2020 to Jun 5, 2026
Nov 27, 2020 to Jun 5, 2026
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