US DOLLAR TO BRAZILIAN REAL GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, June 19: 15.15% (-0.64)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (BRL): R$ 2,18 Return: 0.48% 1 Week Pred: 15.19%
Avg Week Vol: 15.62% Avg Month Vol: 13.74% 1 Month Pred: 15.36%
Min Vol: 4.6% Max Vol: 94.48% 6 Months Pred: 16.19%
Avg Vol: 17.36% Vol of Vol: 24.76% 1 Year Pred: 16.73%