HGI Creditos Imobiliarios FII APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
53.09%
decreased by 2.98%
1 Week
53.45%
decreased by 2.62%
1 Month
54.87%
decreased by 1.20%
Analysis last updated: Tuesday, June 9, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 9.19 | |
| 0.0715 | 0.26 | |
| 0.9285 | 213.79 | |
| 1.0000 | 0.16 | |
| 1.2804 | 15.22 |
Estimation Period:
Apr 13, 2021 to Jun 5, 2026
Apr 13, 2021 to Jun 5, 2026
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