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V-Lab

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

Date Range:

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graph of HGI Creditos Imobiliarios FII GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time