FII Rio Bravo Cred Imobiliario High Yield GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
11.23%
decreased by 2.51%
1 Week
13.30%
decreased by 0.44%
1 Month
18.45%
increased by 4.71%
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 | |
|---|---|---|
| 0.1206 | 20.50 | |
| 0.5870 | 14.16 | |
| 0.5071 | 24.85 | |
| -0.2546 | -3.96 |
Estimation Period:
Mar 25, 2021 to Jun 5, 2026
Mar 25, 2021 to Jun 5, 2026
Other FII Rio Bravo Cred Imobiliario High Yield Analyses
Other GJR-GARCH Analyses on Real Estate