Life Capital Partners Fundo De Investimento Imob GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
46.00%
decreased by 13.50%
1 Week
42.70%
decreased by 16.80%
1 Month
34.85%
decreased by 24.65%
Analysis last updated: Friday, June 12, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2668 | 12.81 | |
| 0.3338 | 14.14 | |
| 0.5573 | 30.33 |
Estimation Period:
Oct 24, 2022 to Jun 5, 2026
Oct 24, 2022 to Jun 5, 2026
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