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V-Lab

HGI Creditos Imobiliarios FII GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, June 8th, 2026

1 Day

1,323.93%

decreased by 192.25%

1 Week

1,316.24%

decreased by 199.94%

1 Month

1,286.26%

decreased by 229.92%

Analysis last updated: Sunday, June 7, 2026 at 02:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of HGI Creditos Imobiliarios FII GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω399.77719.56
α0.092769.84
β0.99381,461.49
ν2.0012125,075.63
Estimation Period:
Apr 13, 2021 to Jun 5, 2026