Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.30% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1042 | 3.32 | |
| 0.0871 | 11.21 | |
| 0.8985 | 114.89 | |
| 0.0109 | 0.69 | |
| -0.0197 | -0.89 | |
| 0.0275 | 2.31 | |
| -0.0358 | -2.99 | |
| 0.0212 | 2.12 |
Estimation Period:
Dec 31, 1998 to Feb 13, 2026
Dec 31, 1998 to Feb 13, 2026
News Impact Curve
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