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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of TJK RENDA IMOBILIARIA FUNDO DE INVESTIMENTO IMOBILIARIO S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.95539,552,590.00
α1.000010,000,000.00
β0.00000.00
γ1-451.6881-4,516,881,000.00
γ2435.82084,358,208,000.00
γ327.5542275,542,000.00
γ4-55.5956-555,955,800.00
γ590.5220905,219,500.00
γ6-95.9798-959,798,000.00
γ7166.16601,661,660,000.00
γ8-224.7373-2,247,373,000.00
γ9129.12151,291,215,000.00
γ10-9.3118-93,118,480.00
Estimation Period:
Mar 23, 2023 to Jun 5, 2026