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V-Lab

FII RB CAPITAL I Fundo de Fundos MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, May 22nd, 2026

1 Day

-0.00%

decreased by 3.63%

1 Week

2.26%

decreased by 1.37%

1 Month

4.53%

increased by 0.90%

Analysis last updated: Saturday, May 23, 2026 at 04:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of FII RB CAPITAL I Fundo de Fundos MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m41
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ16.348828.55
λ20.186643.05
λ30.17746.43
Estimation Period:
May 6, 2020 to May 4, 2026