RB Capital Office Income FII Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.34%
increased by 0.02%
1 Week
26.14%
increased by 1.82%
1 Month
26.56%
increased by 2.24%
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 | |
|---|---|---|
| 1.5143 | 4.81 | |
| 0.1698 | 2.85 | |
| 0.0000 | 0.00 | |
| -2.4625 | -0.34 | |
| 16.4239 | 1.17 | |
| -28.0880 | -1.93 | |
| 24.1730 | 1.76 | |
| -16.4394 | -1.50 | |
| 7.4373 | 0.85 | |
| 1.6996 | 0.23 | |
| -10.2072 | -1.13 |
Estimation Period:
Oct 17, 2022 to Jun 5, 2026
Oct 17, 2022 to Jun 5, 2026
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