Real Investor Recebiveis Imobiliarios FII - Resp Ltda 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
6.39%
unchanged at 0.00%
1 Week
6.41%
increased by 0.02%
1 Month
6.49%
increased by 0.10%
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 | |
|---|---|---|
| 0.0005 | 1.12 | |
| 0.0139 | 1.24 | |
| 0.9861 | 74.00 |
Estimation Period:
Jul 9, 2025 to Jun 12, 2026
Jul 9, 2025 to Jun 12, 2026
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