Brazilian Real AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:8.97% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 14.96 | |
| 0.0890 | 54.97 | |
| 0.9005 | 643.24 | |
| -0.1695 | -12.95 |
Estimation Period:
Dec 31, 1998 to Feb 13, 2026
Dec 31, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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