FII RB CAPITAL I Fundo de Fundos GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
16.08%
decreased by 0.26%
1 Week
16.32%
decreased by 0.02%
1 Month
17.10%
increased by 0.76%
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 | |
|---|---|---|
| 0.0419 | 6.37 | |
| 0.0461 | 11.44 | |
| 0.9284 | 135.02 |
Estimation Period:
May 6, 2020 to May 4, 2026
May 6, 2020 to May 4, 2026
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