Fundo De Investimento Imobiliario RBR Credito Imobiliario Estruturado Responsabi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.80% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 3.23 | |
| 0.0471 | 7.00 | |
| 0.9083 | 97.46 | |
| 0.0422 | 2.56 |
Estimation Period:
Apr 26, 2019 to Feb 13, 2026
Apr 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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