Faria Lima Capital Recebiveis Imobiliarios I Fdo Inv Imob GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
9.63%
decreased by 0.45%
1 Week
10.50%
increased by 0.42%
1 Month
11.08%
increased by 1.00%
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 | |
|---|---|---|
| 0.1850 | 14.92 | |
| 0.2275 | 4.34 | |
| 0.3870 | 13.90 | |
| 0.0382 | 0.52 |
Estimation Period:
Jan 27, 2021 to Jun 5, 2026
Jan 27, 2021 to Jun 5, 2026
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