Brazilian Real Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.58% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0211 | 3.79 | |
| 0.0880 | 11.20 | |
| 0.8983 | 115.67 | |
| -0.0013 | -0.31 | |
| 0.0081 | 1.42 | |
| -0.0191 | -3.20 |
Estimation Period:
Dec 31, 1998 to Feb 13, 2026
Dec 31, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Brazilian Real Analyses
Other Spline-GARCH Analyses on Currencies