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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0235 | -0.69 | |
| 0.2560 | 12.89 | |
| 0.7727 | 63.02 | |
| -0.7074 | -5.95 |
Estimation Period:
Mar 23, 2023 to Jun 5, 2026
Mar 23, 2023 to Jun 5, 2026
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