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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.5181 | 57.27 | |
| 0.3623 | 8,234.48 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 3, 2022 to Jun 5, 2026
Jun 3, 2022 to Jun 5, 2026
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