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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Life Capital Partners Fundo De Investimento Imob MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m36
α0.99149,913,510.00
β0.0001590.00
γ0.0172171,790.00
λ12.135521,355,180.00
λ20.0541541,210.00
λ30.0000100.00
Estimation Period:
Oct 24, 2022 to Jun 5, 2026