XP Industria FII GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.46%
decreased by 0.60%
1 Week
12.73%
decreased by 0.33%
1 Month
13.68%
increased by 0.62%
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 | |
|---|---|---|
| 0.0219 | 10.78 | |
| 0.1100 | 16.00 | |
| 0.8767 | 129.12 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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