XP Industria FII EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.31%
decreased by 1.08%
1 Week
12.75%
decreased by 0.64%
1 Month
14.23%
increased by 0.84%
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 | |
|---|---|---|
| 0.0139 | 5.76 | |
| 0.2473 | 20.76 | |
| 0.9558 | 272.00 | |
| 0.0330 | 2.82 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
Other XP Industria FII Analyses
Other EGARCH Analyses on Real Estate