Brazilian Real GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:11.24% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 24.39 | |
| 0.0855 | 44.68 | |
| 0.9093 | 544.17 |
Estimation Period:
Dec 31, 1998 to Dec 19, 2025
Dec 31, 1998 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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