FII CEO Cyrela Commercial Properties GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
31.52%
increased by 4.59%
1 Week
29.75%
increased by 2.82%
1 Month
25.70%
decreased by 1.23%
Analysis last updated: Friday, June 12, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1919 | 13.24 | |
| 0.1501 | 13.71 | |
| 0.7404 | 64.17 |
Estimation Period:
Sep 2, 2015 to Jun 5, 2026
Sep 2, 2015 to Jun 5, 2026
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