Rbr Log FI Imobiliar Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.13%
increased by 0.38%
1 Week
22.66%
increased by 1.91%
1 Month
23.09%
increased by 2.34%
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 | |
|---|---|---|
| 3.3654 | 3.10 | |
| 0.1855 | 3.96 | |
| 0.0972 | 0.67 | |
| 10.4762 | 6.09 | |
| -14.3926 | -6.13 | |
| 6.3763 | 4.56 | |
| -5.0331 | -4.02 | |
| 5.1849 | 4.24 | |
| -6.1209 | -4.68 | |
| 8.8002 | 5.84 |
Estimation Period:
Apr 21, 2020 to Jun 5, 2026
Apr 21, 2020 to Jun 5, 2026
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