Fundo Campus Faria Lima GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
14.50%
increased by 1.46%
1 Week
16.28%
increased by 3.24%
1 Month
20.21%
increased by 7.17%
Analysis last updated: Tuesday, June 9, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1714 | 14.97 | |
| 0.2933 | 16.89 | |
| 0.7055 | 72.82 | |
| -0.1312 | -5.37 |
Estimation Period:
Aug 24, 2012 to Jun 5, 2026
Aug 24, 2012 to Jun 5, 2026
Other Fundo Campus Faria Lima Analyses
Other GJR-GARCH Analyses on Real Estate