V-Lab
V-Lab
US Dollar to Brazilian Real APARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:12.20% (-0.50%)

Analysis last updated: Sunday, May 5, 2024 at 01:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Brazilian Real APARCH
paramt-stat
ω0.008011.64
α0.073214.69
β0.9234480.71
γ-0.2018-12.13
δ1.693415.20
Estimation Period:
Dec 22, 1992 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts