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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of FII Rio Bravo Cred Imobiliario High Yield SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.97801.87
α0.48045.40
β0.34174.71
γ1-8.5098-1.94
γ215.18192.51
γ3-11.6094-4.01
γ48.07313.21
γ5-2.5475-1.04
γ6-5.5259-2.15
γ711.36822.42
Estimation Period:
Mar 25, 2021 to Jun 5, 2026