Patria Securities Fundo De Investimento Imobiliario Responsabilidade Limitada GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
14.85%
increased by 1.91%
1 Week
16.04%
increased by 3.10%
1 Month
18.36%
increased by 5.42%
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 | |
|---|---|---|
| 0.1697 | 14.65 | |
| 0.2268 | 11.41 | |
| 0.7020 | 56.63 | |
| -0.0604 | -1.67 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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