V-Lab
Brazilian Real AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:12.24% (-0.36%)
Analysis last updated: Tuesday, May 7, 2024 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 15.00 | |
| 0.0870 | 55.46 | |
| 0.9044 | 681.06 | |
| -0.1512 | -11.47 |
Estimation Period:
Dec 31, 1998 to May 3, 2024
Dec 31, 1998 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Brazilian Real Analyses