HGI Creditos Imobiliarios FII MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
41.85%
decreased by 4.07%
1 Week
43.84%
decreased by 2.08%
1 Month
54.12%
increased by 8.20%
Analysis last updated: Sunday, June 7, 2026 at 02:56 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0755 | 6.59 | |
| 0.7409 | 22.73 | |
| 0.2460 | 5.71 | |
| 0.1555 | 1.15 | |
| 0.1878 | 0.82 | |
| 0.8122 | 3.56 |
Estimation Period:
Apr 13, 2021 to Jun 5, 2026
Apr 13, 2021 to Jun 5, 2026
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