FII RB CAPITAL I Fundo de Fundos GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
13.77%
decreased by 0.86%
1 Week
14.41%
decreased by 0.22%
1 Month
16.45%
increased by 1.82%
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 | |
|---|---|---|
| 2.5392 | 3.81 | |
| 0.0819 | 23.64 | |
| 0.9796 | 177.52 | |
| 3.3947 | 14.03 |
Estimation Period:
May 6, 2020 to May 4, 2026
May 6, 2020 to May 4, 2026
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