HGI Creditos Imobiliarios FII GARCH 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 8th, 2026
1 Day
56.24%
decreased by 3.15%
1 Week
56.28%
decreased by 3.11%
1 Month
56.46%
decreased by 2.93%
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 | |
|---|---|---|
| 0.0096 | 6.26 | |
| 0.1038 | 13.38 | |
| 0.8962 | 137.43 |
Estimation Period:
Apr 13, 2021 to Jun 5, 2026
Apr 13, 2021 to Jun 5, 2026
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