Rbr Log FI Imobiliar GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
15.10%
decreased by 0.29%
1 Week
15.35%
decreased by 0.04%
1 Month
16.14%
increased by 0.75%
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 | |
|---|---|---|
| 0.0449 | 9.97 | |
| 0.0882 | 8.55 | |
| 0.8811 | 126.83 | |
| -0.0033 | -0.19 |
Estimation Period:
Apr 21, 2020 to Jun 5, 2026
Apr 21, 2020 to Jun 5, 2026
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