FII Rio Bravo Cred Imobiliario High Yield Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
7.62%
decreased by 3.39%
1 Week
8.39%
decreased by 2.62%
1 Month
9.45%
decreased by 1.56%
Analysis last updated: Tuesday, June 9, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9844 | 1.84 | |
| 0.4938 | 5.41 | |
| 0.3377 | 4.68 | |
| -8.6412 | -1.94 | |
| 15.3981 | 2.51 | |
| -11.8205 | -4.05 | |
| 8.4513 | 3.35 | |
| -3.4232 | -1.42 | |
| -3.3269 | -1.41 | |
| 5.5207 | 2.98 |
Estimation Period:
Mar 25, 2021 to Jun 5, 2026
Mar 25, 2021 to Jun 5, 2026
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