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V-Lab

XP Industria FII MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, June 9th, 2026

1 Day

-0.00%

decreased by 9.05%

1 Week

6.35%

decreased by 2.70%

1 Month

8.61%

decreased by 0.44%

Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of XP Industria FII MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m126
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ11.922912.52
λ20.289820.63
λ30.416254.42
Estimation Period:
May 5, 2020 to Jun 5, 2026