FI Imobilia Unica GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
37.09%
decreased by 0.70%
1 Week
37.64%
decreased by 0.15%
1 Month
39.78%
increased by 1.99%
Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0821 | 6.62 | |
| 0.1407 | 7.21 | |
| 0.8777 | 99.52 | |
| -0.0367 | -1.26 |
Estimation Period:
Dec 21, 2020 to Jun 5, 2026
Dec 21, 2020 to Jun 5, 2026
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