XP Industria FII GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.00%
decreased by 0.56%
1 Week
12.31%
decreased by 0.25%
1 Month
13.39%
increased by 0.83%
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 | |
|---|---|---|
| 0.0229 | 11.97 | |
| 0.1271 | 10.99 | |
| 0.8754 | 132.02 | |
| -0.0320 | -2.05 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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