TJK RENDA IMOBILIARIA FUNDO DE INVESTIMENTO IMOBILIARIO APARCH 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
12.90%
decreased by 0.06%
1 Week
14.55%
increased by 1.59%
1 Month
18.86%
increased by 5.90%
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 | |
|---|---|---|
| 0.1195 | 4.62 | |
| 0.1315 | 5.14 | |
| 0.7661 | 39.29 | |
| -0.1952 | -2.49 | |
| 3.0000 | 7.42 |
Estimation Period:
Mar 23, 2023 to Jun 5, 2026
Mar 23, 2023 to Jun 5, 2026
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