Faria Lima Capital Recebiveis Imobiliarios I Fdo Inv Imob AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
10.03%
decreased by 0.30%
1 Week
10.65%
increased by 0.32%
1 Month
11.11%
increased by 0.78%
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 | |
|---|---|---|
| 0.1686 | 15.51 | |
| 0.2387 | 9.66 | |
| 0.4267 | 14.79 | |
| -0.0291 | -0.78 |
Estimation Period:
Jan 27, 2021 to Jun 5, 2026
Jan 27, 2021 to Jun 5, 2026
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