Rio Bravo Credito Imobiliario High Grade FII Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
10.75%
decreased by 0.56%
1 Week
10.45%
decreased by 0.86%
1 Month
10.29%
decreased by 1.02%
Analysis last updated: Friday, June 12, 2026 at 10:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4693 | 5.16 | |
| 0.1549 | 3.55 | |
| 0.3667 | 2.90 | |
| 1.7844 | 0.81 | |
| -0.3812 | -0.11 | |
| -1.8394 | -0.60 | |
| -0.4996 | -0.17 | |
| 4.0869 | 1.52 | |
| -8.7718 | -2.26 | |
| 15.0187 | 3.27 | |
| -17.7382 | -4.61 | |
| 10.2022 | 3.30 | |
| -1.0883 | -0.53 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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