FII Rio Bravo Cred Imobiliario High Yield GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
14.93%
decreased by 4.39%
1 Week
15.99%
decreased by 3.33%
1 Month
18.43%
decreased by 0.89%
Analysis last updated: Sunday, June 7, 2026 at 02:47 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1335 | 19.80 | |
| 0.4314 | 17.51 | |
| 0.4967 | 25.53 |
Estimation Period:
Mar 25, 2021 to Jun 5, 2026
Mar 25, 2021 to Jun 5, 2026
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