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V-Lab
V-Lab
Brazilian Real GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:12.65% (-0.12%)
Analysis last updated: Sunday, October 19, 2025 at 01:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brazilian Real GARCH
paramt-stat
ω0.006924.17
α0.086444.74
β0.9089542.60
Estimation Period:
Dec 31, 1998 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts