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V-Lab

Navi Imobiliario Total Return FII Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 9th, 2026

1 Day

13.15%

decreased by 3.81%

1 Week

13.89%

decreased by 3.07%

1 Month

14.05%

decreased by 2.91%

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 SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.91825.06
α0.14103.23
β0.00000.00
γ1-2.2014-0.85
γ2-0.5534-0.14
γ36.76592.17
γ4-5.0672-1.72
γ5-2.2422-0.69
γ612.66133.16
γ7-22.2455-4.34
γ821.82144.35
γ9-13.7619-2.65
Estimation Period:
Apr 26, 2021 to Jun 5, 2026