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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.8524 | 8,524,230.00 | |
| 0.0001 | 820.00 | |
| 0.2950 | 2,949,900.00 | |
| 0.0000 | 0.00 | |
| 0.1238 | 31.77 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 24, 2012 to Jun 5, 2026
Aug 24, 2012 to Jun 5, 2026
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