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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of FII Rio Bravo Cred Imobiliario High Yield S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.98441.84
α0.49385.41
β0.33774.68
γ1-8.6412-1.94
γ215.39812.51
γ3-11.8205-4.05
γ48.45133.35
γ5-3.4232-1.42
γ6-3.3269-1.41
γ75.52072.98
Estimation Period:
Mar 25, 2021 to Jun 5, 2026