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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of HGI Creditos Imobiliarios FII S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.11721.42
α0.22673.85
β0.71809.04
γ11.49620.16
γ2-9.0786-0.71
γ311.55041.20
γ4-3.9601-0.32
γ5-15.5349-0.85
γ643.31722.15
γ7-43.9786-3.45
γ814.58151.44
γ94.15410.37
γ10-2.3024-0.31
Estimation Period:
Apr 13, 2021 to Jun 5, 2026