FII RB CAPITAL I Fundo de Fundos AGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
15.15%
decreased by 0.38%
1 Week
16.14%
increased by 0.61%
1 Month
18.37%
increased by 2.84%
Analysis last updated: Saturday, May 23, 2026 at 04:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1366 | 10.16 | |
| 0.1143 | 13.45 | |
| 0.8086 | 61.63 | |
| -0.0083 | -0.13 |
Estimation Period:
May 6, 2020 to May 4, 2026
May 6, 2020 to May 4, 2026
Other FII RB CAPITAL I Fundo de Fundos Analyses
Other AGARCH Analyses on Real Estate