XP Industria FII Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
13.46%
decreased by 0.56%
1 Week
14.12%
increased by 0.10%
1 Month
16.02%
increased by 2.00%
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 | |
|---|---|---|
| 0.7018 | 2.57 | |
| 0.1246 | 3.82 | |
| 0.8369 | 22.88 | |
| -0.0509 | -0.76 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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