Fundo Campus Faria Lima EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
14.43%
increased by 2.06%
1 Week
16.11%
increased by 3.74%
1 Month
20.13%
increased by 7.76%
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 | |
|---|---|---|
| 0.0962 | 17.40 | |
| 0.3905 | 38.57 | |
| 0.8833 | 113.28 | |
| 0.0630 | 6.02 |
Estimation Period:
Aug 24, 2012 to Jun 5, 2026
Aug 24, 2012 to Jun 5, 2026
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