Real Investor Recebiveis Imobiliarios FII - Resp Ltda Asy. Power 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
7.00%
increased by 0.04%
1 Week
7.07%
increased by 0.11%
1 Month
7.35%
increased by 0.39%
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 | |
|---|---|---|
| 0.0018 | 1.63 | |
| 0.0000 | 0.00 | |
| 1.0000 | 121.17 | |
| 1.0000 | 0.04 | |
| 0.6160 | 2.39 |
Estimation Period:
Jul 9, 2025 to Jun 12, 2026
Jul 9, 2025 to Jun 12, 2026
Other Real Investor Recebiveis Imobiliarios FII - Resp Ltda Analyses
Other Asy. Power MEM Analyses on Real Estate