Brazilian Real AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.06% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 15.02 | |
| 0.0891 | 54.98 | |
| 0.9005 | 643.23 | |
| -0.1689 | -12.90 |
Estimation Period:
Dec 31, 1998 to Feb 6, 2026
Dec 31, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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