HGI Creditos Imobiliarios FII Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
39.42%
decreased by 4.71%
1 Week
41.07%
decreased by 3.06%
1 Month
45.38%
increased by 1.25%
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 | |
|---|---|---|
| 0.1172 | 1.42 | |
| 0.2267 | 3.85 | |
| 0.7180 | 9.04 | |
| 1.4962 | 0.16 | |
| -9.0786 | -0.71 | |
| 11.5504 | 1.20 | |
| -3.9601 | -0.32 | |
| -15.5349 | -0.85 | |
| 43.3172 | 2.15 | |
| -43.9786 | -3.45 | |
| 14.5815 | 1.44 | |
| 4.1541 | 0.37 | |
| -2.3024 | -0.31 |
Estimation Period:
Apr 13, 2021 to Jun 5, 2026
Apr 13, 2021 to Jun 5, 2026
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