FII Devant Recebiveis Imobiliarios EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
34.85%
increased by 0.60%
1 Week
35.25%
increased by 1.00%
1 Month
36.82%
increased by 2.57%
Analysis last updated: Friday, June 12, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 7.34 | |
| 0.1053 | 11.27 | |
| 0.9910 | 582.59 | |
| -0.0145 | -0.94 |
Estimation Period:
Nov 27, 2020 to Jun 5, 2026
Nov 27, 2020 to Jun 5, 2026
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