Faria Lima Capital Recebiveis Imobiliarios I Fdo Inv Imob EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.11%
decreased by 0.92%
1 Week
12.30%
decreased by 0.73%
1 Month
12.67%
decreased by 0.36%
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 | |
|---|---|---|
| -0.0469 | -2.66 | |
| 0.3047 | 8.92 | |
| 0.8824 | 33.80 | |
| 0.0490 | 1.48 |
Estimation Period:
Jan 27, 2021 to Jun 5, 2026
Jan 27, 2021 to Jun 5, 2026
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