V-Lab
V-Lab
Brazilian Real GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:15.52% (+4.57%)
Analysis last updated: Thursday, July 10, 2025 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brazilian Real GARCH
paramt-stat
ω0.006723.89
α0.086044.55
β0.9095546.24
Estimation Period:
Dec 31, 1998 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts