Navi Imobiliario Total Return FII GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
22.38%
decreased by 2.69%
1 Week
24.10%
decreased by 0.97%
1 Month
26.91%
increased by 1.84%
Analysis last updated: Friday, June 12, 2026 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4575 | 16.36 | |
| 0.2499 | 18.62 | |
| 0.6117 | 46.78 |
Estimation Period:
Apr 26, 2021 to Jun 5, 2026
Apr 26, 2021 to Jun 5, 2026
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