FI Imobilia Unica AGARCH 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 9th, 2026
1 Day
32.80%
decreased by 2.88%
1 Week
34.90%
decreased by 0.78%
1 Month
43.98%
increased by 8.30%
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 | |
|---|---|---|
| 0.1094 | 7.56 | |
| 0.2247 | 25.13 | |
| 0.8087 | 123.23 | |
| -0.3041 | -3.57 |
Estimation Period:
Dec 21, 2020 to Jun 5, 2026
Dec 21, 2020 to Jun 5, 2026
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