XP Industria FII AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
11.56%
decreased by 0.60%
1 Week
12.15%
decreased by 0.01%
1 Month
13.90%
increased by 1.74%
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 | |
|---|---|---|
| 0.0424 | 16.40 | |
| 0.1420 | 21.63 | |
| 0.8267 | 129.40 | |
| -0.1404 | -4.21 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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