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V-Lab

Faria Lima Capital Recebiveis Imobiliarios I Fdo Inv Imob 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

-0.00%

decreased by 7.10%

1 Week

5.39%

decreased by 1.71%

1 Month

9.34%

increased by 2.24%

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 MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m76
α0.64476,447,180.00
β0.10531,052,820.00
γ0.50005,000,000.00
λ10.97796.97
λ20.85968.23
λ30.00420.03
Estimation Period:
Jan 27, 2021 to Jun 5, 2026