Rbr Log FI Imobiliar EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
15.36%
decreased by 0.06%
1 Week
15.65%
increased by 0.23%
1 Month
16.72%
increased by 1.30%
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 | |
|---|---|---|
| 0.0178 | 9.07 | |
| 0.1553 | 15.23 | |
| 0.9718 | 268.89 | |
| 0.0046 | 0.53 |
Estimation Period:
Apr 21, 2020 to Jun 5, 2026
Apr 21, 2020 to Jun 5, 2026
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