FII Rio Bravo Cred Imobiliario High Yield EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
16.31%
increased by 1.51%
1 Week
16.07%
increased by 1.27%
1 Month
15.71%
increased by 0.91%
Analysis last updated: Friday, June 12, 2026 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0083 | -1.04 | |
| 0.5266 | 22.91 | |
| 0.8335 | 66.15 | |
| 0.0869 | 5.83 |
Estimation Period:
Mar 25, 2021 to Jun 5, 2026
Mar 25, 2021 to Jun 5, 2026
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