Bresco Fundo DE Investimento GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
15.51%
increased by 2.38%
1 Week
15.92%
increased by 2.79%
1 Month
17.00%
increased by 3.87%
Analysis last updated: Tuesday, June 9, 2026 at 08:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0822 | 15.44 | |
| 0.2315 | 10.61 | |
| 0.7441 | 76.08 | |
| -0.0669 | -2.26 |
Estimation Period:
Dec 5, 2019 to Jun 5, 2026
Dec 5, 2019 to Jun 5, 2026
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