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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%)
Analysis last updated: Sunday, February 15, 2026 at 04:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fundo De Investimento Imobiliario RBR Credito Imobiliario Estruturado Responsabi S0GARCH
paramt-stat
ω0.000040.00
α0.68016,800,730.00
β0.31993,199,140.00
γ15,664.696056,646,960,000.00
γ2-8,023.0000-80,230,000,000.00
γ32,628.042026,280,420,000.00
γ4-330.2581-3,302,581,000.00
γ5116.11531,161,153,000.00
γ6-114.0401-1,140,401,000.00
γ784.3666843,665,800.00
γ8-48.1238-481,237,600.00
γ9290.64832,906,483,000.00
γ10-468.0174-4,680,174,000.00
Estimation Period:
Apr 26, 2019 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts