Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:8.01% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 20.10 | |
| 0.1046 | 26.43 | |
| 0.9173 | 615.22 | |
| -0.0603 | -11.93 |
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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