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V-Lab

Fdo De Invest Imob Guardian Multiestrategia I 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 3.38%

1 Week

1.66%

decreased by 1.72%

1 Month

2.31%

decreased by 1.07%

Analysis last updated: Tuesday, June 9, 2026 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Fdo De Invest Imob Guardian Multiestrategia I MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m116
α1.00009,999,900.00
β0.0144144,220.00
γ-0.0288-288,240.00
λ10.546717.21
λ20.282720.24
λ30.00000.00
Estimation Period:
Dec 20, 2021 to Jun 5, 2026