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V-Lab

Rio Bravo Credito Imobiliario High Grade FII Spline-GARCH Volatility Analysis

Volatility prediction for Monday, June 8th, 2026

1 Day

13.56%

decreased by 0.11%

1 Week

12.94%

decreased by 0.73%

1 Month

12.61%

decreased by 1.06%

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 SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω2.48755.17
α0.15593.59
β0.37583.02
γ11.83580.83
γ2-0.4421-0.12
γ3-1.8181-0.59
γ4-0.5344-0.18
γ54.14211.53
γ6-8.8281-2.25
γ715.01263.21
γ8-17.5318-4.35
γ99.49352.60
γ100.98850.22
Estimation Period:
May 5, 2020 to Jun 5, 2026