TJK RENDA IMOBILIARIA FUNDO DE INVESTIMENTO IMOBILIARIO MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 8th, 2026
1 Day
0.00%
decreased by 0.13%
1 Week
0.00%
decreased by 0.13%
1 Month
0.00%
decreased by 0.13%
Analysis last updated: Sunday, June 7, 2026 at 02:54 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8978 | 8,978,140.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Mar 23, 2023 to Jun 5, 2026
Mar 23, 2023 to Jun 5, 2026
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