Navi Imobiliario Total Return FII AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
17.87%
decreased by 1.28%
1 Week
21.13%
increased by 1.98%
1 Month
26.29%
increased by 7.14%
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 | |
|---|---|---|
| 0.3419 | 9.33 | |
| 0.2711 | 17.82 | |
| 0.6051 | 44.45 | |
| -0.6094 | -4.92 |
Estimation Period:
Apr 26, 2021 to Jun 5, 2026
Apr 26, 2021 to Jun 5, 2026
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