FII CEO Cyrela Commercial Properties Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.38%
decreased by 1.26%
1 Week
12.41%
decreased by 1.23%
1 Month
12.47%
decreased by 1.17%
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 | |
|---|---|---|
| 0.9384 | 3.44 | |
| 0.1690 | 5.17 | |
| 0.6584 | 9.09 | |
| -2.2717 | -1.89 | |
| 4.2453 | 2.15 | |
| -4.2977 | -3.05 | |
| 5.2543 | 4.63 | |
| -5.2511 | -4.04 | |
| 3.7204 | 2.35 | |
| -1.8140 | -1.27 | |
| -0.2134 | -0.13 | |
| 1.2283 | 0.63 | |
| -1.4955 | -0.71 |
Estimation Period:
Sep 2, 2015 to Jun 5, 2026
Sep 2, 2015 to Jun 5, 2026
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