Fundo De Investimento Imobiliario RBR Credito Imobiliario Estruturado Responsabi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.46% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 40.00 | |
| 0.6801 | 6,800,730.00 | |
| 0.3199 | 3,199,140.00 | |
| 5,664.6960 | 56,646,960,000.00 | |
| -8,023.0000 | -80,230,000,000.00 | |
| 2,628.0420 | 26,280,420,000.00 | |
| -330.2581 | -3,302,581,000.00 | |
| 116.1153 | 1,161,153,000.00 | |
| -114.0401 | -1,140,401,000.00 | |
| 84.3666 | 843,665,800.00 | |
| -48.1238 | -481,237,600.00 | |
| 290.6483 | 2,906,483,000.00 | |
| -468.0174 | -4,680,174,000.00 |
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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