Brazilian Real GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.54% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 24.36 | |
| 0.0849 | 44.68 | |
| 0.9098 | 546.75 |
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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