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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4875 | 5.17 | |
| 0.1559 | 3.59 | |
| 0.3758 | 3.02 | |
| 1.8358 | 0.83 | |
| -0.4421 | -0.12 | |
| -1.8181 | -0.59 | |
| -0.5344 | -0.18 | |
| 4.1421 | 1.53 | |
| -8.8281 | -2.25 | |
| 15.0126 | 3.21 | |
| -17.5318 | -4.35 | |
| 9.4935 | 2.60 | |
| 0.9885 | 0.22 |
Estimation Period:
May 5, 2020 to Jun 5, 2026
May 5, 2020 to Jun 5, 2026
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