HGI Creditos Imobiliarios FII EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
50.70%
decreased by 5.06%
1 Week
51.35%
decreased by 4.41%
1 Month
53.65%
decreased by 2.11%
Analysis last updated: Sunday, June 7, 2026 at 02:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0765 | 16.09 | |
| 0.2497 | 16.64 | |
| 0.9727 | 546.78 | |
| -0.1156 | -4.48 |
Estimation Period:
Apr 13, 2021 to Jun 5, 2026
Apr 13, 2021 to Jun 5, 2026
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