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V-Lab

Navi Imobiliario Total Return FII Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 9th, 2026

1 Day

16.84%

decreased by 3.17%

1 Week

17.83%

decreased by 2.18%

1 Month

18.04%

decreased by 1.97%

Analysis last updated: Tuesday, June 9, 2026 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Navi Imobiliario Total Return FII S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.91795.06
α0.14193.26
β0.00000.00
γ1-2.2212-0.86
γ2-0.5176-0.13
γ36.74942.17
γ4-5.1028-1.73
γ5-2.1011-0.65
γ612.32563.10
γ7-21.4890-4.26
γ820.06684.36
γ9-9.2506-3.69
Estimation Period:
Apr 26, 2021 to Jun 5, 2026