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V-Lab

HGI Creditos Imobiliarios FII AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 12th, 2026

1 Day

47.97%

decreased by 3.48%

1 Week

50.40%

decreased by 1.05%

1 Month

62.35%

increased by 10.90%

Analysis last updated: Friday, June 12, 2026 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of HGI Creditos Imobiliarios FII AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.00411.08
α0.183618.35
β0.8651141.07
γ0.16452.31
Estimation Period:
Apr 13, 2021 to Jun 5, 2026