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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Real Investor Recebiveis Imobiliarios FII - Resp Ltda APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.00181.63
α0.00000.00
β1.0000121.17
γ1.00000.04
δ0.61602.39
Estimation Period:
Jul 9, 2025 to Jun 12, 2026