Paramis Hedge Fund Fundo De Investimento Imobiliario - Fii EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
15.13%
decreased by 1.93%
1 Week
17.36%
increased by 0.30%
1 Month
21.59%
increased by 4.53%
Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1375 | 11.00 | |
| 0.5986 | 23.88 | |
| 0.8402 | 84.31 | |
| 0.0802 | 3.69 |
Estimation Period:
Feb 5, 2024 to Jun 5, 2026
Feb 5, 2024 to Jun 5, 2026
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