Navi Imobiliario Total Return FII EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
14.73%
decreased by 0.48%
1 Week
15.07%
decreased by 0.14%
1 Month
16.51%
increased by 1.30%
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 | |
|---|---|---|
| 0.0220 | 6.32 | |
| 0.1542 | 15.94 | |
| 0.9921 | 305.27 | |
| 0.0124 | 1.12 |
Estimation Period:
Apr 26, 2021 to Jun 5, 2026
Apr 26, 2021 to Jun 5, 2026
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