FII Rio Bravo Cred Imobiliario High Yield Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
10.27%
decreased by 2.81%
1 Week
12.36%
decreased by 0.72%
1 Month
14.91%
increased by 1.83%
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 | |
|---|---|---|
| 0.9780 | 1.87 | |
| 0.4804 | 5.40 | |
| 0.3417 | 4.71 | |
| -8.5098 | -1.94 | |
| 15.1819 | 2.51 | |
| -11.6094 | -4.01 | |
| 8.0731 | 3.21 | |
| -2.5475 | -1.04 | |
| -5.5259 | -2.15 | |
| 11.3682 | 2.42 |
Estimation Period:
Mar 25, 2021 to Jun 5, 2026
Mar 25, 2021 to Jun 5, 2026
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