FII RB CAPITAL I Fundo de Fundos APARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
15.60%
decreased by 0.24%
1 Week
15.73%
decreased by 0.11%
1 Month
16.23%
increased by 0.39%
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 | |
|---|---|---|
| 0.0152 | 5.84 | |
| 0.0248 | 0.27 | |
| 0.9644 | 246.40 | |
| 1.0000 | 0.18 | |
| 1.3288 | 10.73 |
Estimation Period:
May 6, 2020 to May 4, 2026
May 6, 2020 to May 4, 2026
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