Navi Imobiliario Total Return FII GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
18.74%
decreased by 1.33%
1 Week
21.89%
increased by 1.82%
1 Month
27.56%
increased by 7.49%
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 | |
|---|---|---|
| 0.4191 | 18.53 | |
| 0.4477 | 12.67 | |
| 0.6043 | 47.11 | |
| -0.3030 | -6.32 |
Estimation Period:
Apr 26, 2021 to Jun 5, 2026
Apr 26, 2021 to Jun 5, 2026
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