Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.25%
decreased by 0.23%
1 Week
13.35%
decreased by 0.13%
1 Month
13.71%
increased by 0.23%
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 | |
|---|---|---|
| 1.0930 | 3.35 | |
| 0.0866 | 11.19 | |
| 0.8984 | 114.66 | |
| 0.0104 | 0.69 | |
| -0.0186 | -0.88 | |
| 0.0263 | 2.30 | |
| -0.0348 | -3.15 | |
| 0.0209 | 2.24 |
Estimation Period:
Dec 31, 1998 to Jun 5, 2026
Dec 31, 1998 to Jun 5, 2026
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