Brazilian Real EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.31% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 7.24 | |
| 0.1453 | 43.45 | |
| 0.9851 | 1,204.29 | |
| 0.0480 | 16.48 |
Estimation Period:
Dec 31, 1998 to Feb 6, 2026
Dec 31, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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