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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of TJK RENDA IMOBILIARIA FUNDO DE INVESTIMENTO IMOBILIARIO MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m21
α1.00009,999,900.00
β0.0000100.00
γ0.00000.00
λ10.89788,978,140.00
λ20.0000100.00
λ30.0000100.00
Estimation Period:
Mar 23, 2023 to Jun 5, 2026