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V-Lab

TJK RENDA IMOBILIARIA FUNDO DE INVESTIMENTO IMOBILIARIO AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 12th, 2026

1 Day

9.49%

decreased by 0.46%

1 Week

12.23%

increased by 2.28%

1 Month

20.97%

increased by 11.02%

Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of TJK RENDA IMOBILIARIA FUNDO DE INVESTIMENTO IMOBILIARIO AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω-0.0235-0.69
α0.256012.89
β0.772763.02
γ-0.7074-5.95
Estimation Period:
Mar 23, 2023 to Jun 5, 2026