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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.6447 | 6,447,180.00 | |
| 0.1053 | 1,052,820.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.9779 | 6.97 | |
| 0.8596 | 8.23 | |
| 0.0042 | 0.03 |
Estimation Period:
Jan 27, 2021 to Jun 5, 2026
Jan 27, 2021 to Jun 5, 2026
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