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V-Lab

Rio Bravo Credito Imobiliario High Grade FII MF2-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

3.45%

decreased by 15.17%

1 Week

3.51%

decreased by 15.11%

1 Month

3.79%

decreased by 14.83%

Analysis last updated: Sunday, June 7, 2026 at 03:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Rio Bravo Credito Imobiliario High Grade FII MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m51
α1.00009,999,900.00
β0.0000100.00
γ0.00000.00
λ11.162228.88
λ20.072029.72
λ30.00000.00
Estimation Period:
May 5, 2020 to Jun 5, 2026