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V-Lab

FI Imobiliario Anhanguera Educacional 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

2.25%

decreased by 16.33%

1 Week

2.91%

decreased by 15.67%

1 Month

5.78%

decreased by 12.80%

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of FI Imobiliario Anhanguera Educacional MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m106
α0.85248,524,230.00
β0.0001820.00
γ0.29502,949,900.00
λ10.00000.00
λ20.123831.77
λ30.00000.00
Estimation Period:
Aug 24, 2012 to Jun 5, 2026