Brazilian Real MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.31% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7311 | 7,310,880.00 | |
| 0.0189 | 189,120.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1371 | 1,370,900.00 | |
| 0.0250 | 250,170.00 | |
| 0.2154 | 2,154,020.00 |
Estimation Period:
Jan 16, 1992 to Feb 6, 2026
Jan 16, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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