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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.4844 | 14,844,030.00 | |
| 0.0000 | 100.00 | |
| 0.1986 | 1,986,030.00 |
Estimation Period:
May 7, 2021 to Jun 5, 2026
May 7, 2021 to Jun 5, 2026
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