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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Suno Multiestrategia Fundo De Investimento Imobiliario MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m71
α0.98259,824,520.00
β0.00021,890.00
γ0.0347347,180.00
λ11.889118,890,860.00
λ20.0216215,670.00
λ30.0376375,800.00
Estimation Period:
Dec 7, 2023 to Jun 5, 2026