Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.94% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 20.09 | |
| 0.1047 | 26.47 | |
| 0.9172 | 615.18 | |
| -0.0604 | -11.97 |
Estimation Period:
Dec 31, 1998 to Feb 20, 2026
Dec 31, 1998 to Feb 20, 2026
News Impact Curve
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