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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 1.08 | |
| 0.1836 | 18.35 | |
| 0.8651 | 141.07 | |
| 0.1645 | 2.31 |
Estimation Period:
Apr 13, 2021 to Jun 5, 2026
Apr 13, 2021 to Jun 5, 2026
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