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V-Lab

HGI Creditos Imobiliarios FII GJR-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

54.50%

decreased by 2.74%

1 Week

54.54%

decreased by 2.70%

1 Month

54.71%

decreased by 2.53%

Analysis last updated: Sunday, June 7, 2026 at 02:55 AM UTC

Date Range:

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graph of HGI Creditos Imobiliarios FII GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time