Galapagos Recebiveis Imobiliaris FII 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
9.72%
decreased by 0.50%
1 Week
10.89%
increased by 0.67%
1 Month
14.64%
increased by 4.42%
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 | |
|---|---|---|
| 0.0476 | 9.20 | |
| 0.4163 | 17.46 | |
| 0.5837 | 30.53 |
Estimation Period:
Apr 16, 2021 to Jun 5, 2026
Apr 16, 2021 to Jun 5, 2026
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