TJK RENDA IMOBILIARIA FUNDO DE INVESTIMENTO IMOBILIARIO Zero Slope Spline-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
7.91%
increased by 0.01%
1 Week
13.68%
increased by 5.78%
1 Month
26.19%
increased by 18.29%
Analysis last updated: Sunday, June 7, 2026 at 02:53 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9553 | 9,552,590.00 | |
| 1.0000 | 10,000,000.00 | |
| 0.0000 | 0.00 | |
| -451.6881 | -4,516,881,000.00 | |
| 435.8208 | 4,358,208,000.00 | |
| 27.5542 | 275,542,000.00 | |
| -55.5956 | -555,955,800.00 | |
| 90.5220 | 905,219,500.00 | |
| -95.9798 | -959,798,000.00 | |
| 166.1660 | 1,661,660,000.00 | |
| -224.7373 | -2,247,373,000.00 | |
| 129.1215 | 1,291,215,000.00 | |
| -9.3118 | -93,118,480.00 |
Estimation Period:
Mar 23, 2023 to Jun 5, 2026
Mar 23, 2023 to Jun 5, 2026
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