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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0144 | 144,220.00 | |
| -0.0288 | -288,240.00 | |
| 0.5467 | 17.21 | |
| 0.2827 | 20.24 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 20, 2021 to Jun 5, 2026
Dec 20, 2021 to Jun 5, 2026
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