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V-Lab

Suno Fundo de Funods de Investimento Imobiliario MF2-GARCH 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

2.95%

increased by 0.73%

1 Week

2.95%

increased by 0.73%

1 Month

2.95%

increased by 0.73%

Analysis last updated: Tuesday, June 9, 2026 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Suno Fundo de Funods de Investimento Imobiliario MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m26
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ11.484414,844,030.00
λ20.0000100.00
λ30.19861,986,030.00
Estimation Period:
May 7, 2021 to Jun 5, 2026