FII RB CAPITAL I Fundo de Fundos Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
10.25%
decreased by 0.12%
1 Week
11.03%
increased by 0.66%
1 Month
11.79%
increased by 1.42%
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 | |
|---|---|---|
| 2.1498 | 3.24 | |
| 0.1159 | 2.59 | |
| 0.6271 | 4.23 | |
| 2.6705 | 2.55 | |
| -3.2743 | -2.15 | |
| 0.0576 | 0.06 | |
| 2.4385 | 2.68 | |
| -5.5991 | -3.82 |
Estimation Period:
May 6, 2020 to May 4, 2026
May 6, 2020 to May 4, 2026
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