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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.1622 | 28.88 | |
| 0.0720 | 29.72 | |
| 0.0000 | 0.00 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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