FII CEO Cyrela Commercial Properties GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
26.48%
decreased by 3.17%
1 Week
26.79%
decreased by 2.86%
1 Month
27.80%
decreased by 1.85%
Analysis last updated: Sunday, June 7, 2026 at 03:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1066 | 2.50 | |
| 0.1426 | 33.37 | |
| 0.9751 | 98.15 | |
| 2.6129 | 34.84 |
Estimation Period:
Sep 2, 2015 to Jun 5, 2026
Sep 2, 2015 to Jun 5, 2026
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