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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Patria Securities Fundo De Investimento Imobiliario Responsabilidade Limitada GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.169714.65
α0.226811.41
β0.702056.63
γ-0.0604-1.67
Estimation Period:
May 5, 2020 to Jun 5, 2026