FII RB CAPITAL I Fundo de Fundos GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
15.95%
decreased by 0.15%
1 Week
16.05%
decreased by 0.05%
1 Month
16.42%
increased by 0.32%
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 | |
|---|---|---|
| 0.0212 | 4.38 | |
| 0.0000 | 0.00 | |
| 0.9607 | 257.20 | |
| 0.0497 | 8.38 |
Estimation Period:
May 6, 2020 to May 4, 2026
May 6, 2020 to May 4, 2026
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