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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9182 | 5.06 | |
| 0.1410 | 3.23 | |
| 0.0000 | 0.00 | |
| -2.2014 | -0.85 | |
| -0.5534 | -0.14 | |
| 6.7659 | 2.17 | |
| -5.0672 | -1.72 | |
| -2.2422 | -0.69 | |
| 12.6613 | 3.16 | |
| -22.2455 | -4.34 | |
| 21.8214 | 4.35 | |
| -13.7619 | -2.65 |
Estimation Period:
Apr 26, 2021 to Jun 5, 2026
Apr 26, 2021 to Jun 5, 2026
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