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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of HGI Creditos Imobiliarios FII MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m26
α0.07556.59
β0.740922.73
γ0.24605.71
λ10.15551.15
λ20.18780.82
λ30.81223.56
Estimation Period:
Apr 13, 2021 to Jun 5, 2026