V-Lab: Brazilian Real AGARCH Volatility Analysis

V-Lab

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V-Lab

Brazilian Real AGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:12.06% (-0.33%)

Analysis last updated: Friday, April 26, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0063	15.03
$α$	0.0870	55.41
$β$	0.9044	680.52
$γ$	-0.1510	-11.45

Estimation Period:
Dec 31, 1998 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts