Rio Bravo Credito Imobiliario High Grade FII GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
13.23%
increased by 0.64%
1 Week
13.40%
increased by 0.81%
1 Month
13.98%
increased by 1.39%
Analysis last updated: Sunday, June 7, 2026 at 03:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 10.89 | |
| 0.1061 | 11.49 | |
| 0.8919 | 146.42 | |
| -0.0385 | -2.89 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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