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V-Lab

Whg Real Estate Fundo De Investimento Imobiliario - Fii 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

4.52%

decreased by 0.67%

1 Week

4.96%

decreased by 0.23%

1 Month

5.40%

increased by 0.21%

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Whg Real Estate Fundo De Investimento Imobiliario - Fii MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m121
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ10.518157.27
λ20.36238,234.48
λ30.00000.00
Estimation Period:
Jun 3, 2022 to Jun 5, 2026