Brazilian Real APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.65%
increased by 0.05%
1 Week
13.72%
increased by 0.12%
1 Month
13.96%
increased by 0.36%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 22.90 | |
| 0.0721 | 34.64 | |
| 0.9279 | 577.06 | |
| -0.3053 | -20.41 | |
| 1.4818 | 30.80 |
Estimation Period:
Dec 31, 1998 to Jun 5, 2026
Dec 31, 1998 to Jun 5, 2026
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