Galapagos Recebiveis Imobiliaris FII Asy. MEM 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
9.69%
decreased by 0.25%
1 Week
10.80%
increased by 0.86%
1 Month
14.41%
increased by 4.47%
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 | |
|---|---|---|
| 0.0451 | 12.61 | |
| 0.3527 | 14.88 | |
| 0.5946 | 31.85 | |
| 0.1056 | 2.85 |
Estimation Period:
Apr 16, 2021 to Jun 5, 2026
Apr 16, 2021 to Jun 5, 2026
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