XP Industria FII APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.18%
decreased by 0.74%
1 Week
12.55%
decreased by 0.37%
1 Month
13.84%
increased by 0.92%
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 | |
|---|---|---|
| 0.0265 | 11.29 | |
| 0.1226 | 17.25 | |
| 0.8771 | 128.90 | |
| -0.0880 | -2.98 | |
| 1.5369 | 13.65 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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