FII Devant Recebiveis Imobiliarios GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
30.49%
decreased by 0.03%
1 Week
30.41%
decreased by 0.11%
1 Month
30.13%
decreased by 0.39%
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 | |
|---|---|---|
| 0.0316 | 5.98 | |
| 0.0400 | 10.40 | |
| 0.9489 | 206.69 |
Estimation Period:
Nov 27, 2020 to Jun 5, 2026
Nov 27, 2020 to Jun 5, 2026
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