Real Investor Recebiveis Imobiliarios FII - Resp Ltda Asy. MEM 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 16th, 2026
1 Day
6.26%
increased by 0.04%
1 Week
6.29%
increased by 0.07%
1 Month
6.38%
increased by 0.16%
Analysis last updated: Tuesday, June 16, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 1.97 | |
| 0.0000 | 0.00 | |
| 0.9833 | 76.96 | |
| 0.0335 | 1.59 |
Estimation Period:
Jul 9, 2025 to Jun 12, 2026
Jul 9, 2025 to Jun 12, 2026
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