HGI Creditos Imobiliarios 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 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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 6.12 | |
| 0.1181 | 17.58 | |
| 0.8819 | 154.27 |
Estimation Period:
Apr 13, 2021 to Jun 12, 2026
Apr 13, 2021 to Jun 12, 2026
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