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V-Lab

HGI Creditos Imobiliarios 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 Monday, June 15th, 2026

1 Day

39.64%

decreased by 2.57%

1 Week

39.64%

decreased by 2.57%

1 Month

39.65%

decreased by 2.56%

Analysis last updated: Sunday, June 14, 2026 at 03:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of HGI Creditos Imobiliarios FII AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.00025.90
α0.129913.60
β0.8821150.93
γ-0.0239-1.30
Estimation Period:
Apr 13, 2021 to Jun 12, 2026