US Dollar to Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:7.91% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 5.05 | |
| 0.1011 | 26.54 | |
| 0.9175 | 516.03 | |
| -0.0540 | -8.49 |
Estimation Period:
Dec 22, 1992 to Feb 13, 2026
Dec 22, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Currencies