RB Capital Office Income FII GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
38.51%
decreased by 0.86%
1 Week
40.35%
increased by 0.98%
1 Month
42.91%
increased by 3.54%
Analysis last updated: Tuesday, June 9, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4021 | 5.45 | |
| 0.0811 | 2.11 | |
| 0.7283 | 23.57 | |
| 0.0222 | 0.24 |
Estimation Period:
Oct 17, 2022 to Jun 5, 2026
Oct 17, 2022 to Jun 5, 2026
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