FII CEO Cyrela Commercial Properties GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
17.00%
decreased by 0.93%
1 Week
17.88%
decreased by 0.05%
1 Month
19.54%
increased by 1.61%
Analysis last updated: Tuesday, June 9, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1972 | 13.08 | |
| 0.1417 | 10.71 | |
| 0.7353 | 63.35 | |
| 0.0205 | 0.87 |
Estimation Period:
Sep 2, 2015 to Jun 5, 2026
Sep 2, 2015 to Jun 5, 2026
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