Navi Imobiliario Total Return FII GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.86%
increased by 3.28%
1 Week
19.70%
increased by 4.12%
1 Month
22.26%
increased by 6.68%
Analysis last updated: Sunday, June 7, 2026 at 02:46 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6271 | 2.45 | |
| 0.0900 | 13.37 | |
| 0.9700 | 86.28 | |
| 2.9251 | 10.57 |
Estimation Period:
Apr 26, 2021 to Jun 5, 2026
Apr 26, 2021 to Jun 5, 2026
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