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V-Lab

HGI Creditos Imobiliarios FII Asy. Power 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

39.62%

decreased by 2.57%

1 Week

39.62%

decreased by 2.57%

1 Month

39.62%

decreased by 2.57%

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 APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.00022.65
α0.117817.47
β0.8822146.53
γ-0.0510-1.33
δ1.992918.36
Estimation Period:
Apr 13, 2021 to Jun 12, 2026