Suno Multiestrategia Fundo 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
10.27%
increased by 8.59%
1 Week
204,716,141,815,930.10%
increased by 204,716,141,815,928.40%
1 Month
394,779,026,798,536,960,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 394,779,026,798,536,960,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
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 | |
|---|---|---|
| 71 | ||
| 0.9825 | 9,824,520.00 | |
| 0.0002 | 1,890.00 | |
| 0.0347 | 347,180.00 | |
| 1.8891 | 18,890,860.00 | |
| 0.0216 | 215,670.00 | |
| 0.0376 | 375,800.00 |
Estimation Period:
Dec 7, 2023 to Jun 5, 2026
Dec 7, 2023 to Jun 5, 2026
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