FI Imobilia Unica GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 12th, 2026
1 Day
37.25%
decreased by 2.12%
1 Week
37.76%
decreased by 1.61%
1 Month
39.76%
increased by 0.39%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 6.89 | |
| 0.1172 | 12.98 | |
| 0.8828 | 103.04 |
Estimation Period:
Dec 21, 2020 to Jun 5, 2026
Dec 21, 2020 to Jun 5, 2026
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