FII Rio Bravo Cred Imobiliario High Yield AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
11.21%
decreased by 2.78%
1 Week
13.38%
decreased by 0.61%
1 Month
18.46%
increased by 4.47%
Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1230 | 19.03 | |
| 0.4848 | 19.48 | |
| 0.4716 | 26.90 | |
| -0.1395 | -4.77 |
Estimation Period:
Mar 25, 2021 to Jun 5, 2026
Mar 25, 2021 to Jun 5, 2026
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