Galapagos Recebiveis Imobiliaris FII 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 12.80%
1 Week
11.71%
decreased by 1.09%
1 Month
17.32%
increased by 4.52%
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 | |
|---|---|---|
| 126 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.3649 | 3.48 | |
| 1.0000 | 8.68 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 16, 2021 to Jun 5, 2026
Apr 16, 2021 to Jun 5, 2026
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