FII RB CAPITAL I Fundo de Fundos EGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
15.55%
decreased by 0.31%
1 Week
15.69%
decreased by 0.17%
1 Month
16.21%
increased by 0.35%
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 | |
|---|---|---|
| 0.0083 | 1.02 | |
| 0.0600 | 8.72 | |
| 0.9881 | 321.11 | |
| -0.0522 | -9.89 |
Estimation Period:
May 6, 2020 to May 4, 2026
May 6, 2020 to May 4, 2026
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