Life Capital Partners Fundo De Investimento Imob MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
2.03%
decreased by 9.28%
1 Week
404,836,242,448,721.44%
increased by 404,836,242,448,710.20%
1 Month
7,867,533,031,389,190,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 7,867,533,031,389,190,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, June 9, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.9914 | 9,913,510.00 | |
| 0.0001 | 590.00 | |
| 0.0172 | 171,790.00 | |
| 2.1355 | 21,355,180.00 | |
| 0.0541 | 541,210.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Oct 24, 2022 to Jun 5, 2026
Oct 24, 2022 to Jun 5, 2026
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