XP Industria FII GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.56%
decreased by 0.93%
1 Week
14.76%
decreased by 0.73%
1 Month
15.47%
decreased by 0.02%
Analysis last updated: Sunday, June 7, 2026 at 02:48 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4646 | 4.32 | |
| 0.0977 | 22.17 | |
| 0.9803 | 235.48 | |
| 4.2648 | 9.33 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
Other XP Industria FII Analyses
Other GAS-GARCH Student T Analyses on Real Estate