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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Faria Lima Capital Recebiveis Imobiliarios I Fdo Inv Imob EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω-0.0469-2.66
α0.30478.92
β0.882433.80
γ0.04901.48
Estimation Period:
Jan 27, 2021 to Jun 5, 2026