Shopping Patio Higienopolis GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
26.57%
decreased by 1.95%
1 Week
26.97%
decreased by 1.55%
1 Month
28.42%
decreased by 0.10%
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 | |
|---|---|---|
| 0.0698 | 13.20 | |
| 0.1594 | 11.75 | |
| 0.8456 | 142.94 | |
| -0.0292 | -1.39 |
Estimation Period:
Jun 20, 2005 to Jun 5, 2026
Jun 20, 2005 to Jun 5, 2026
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