Brazilian Real Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.47% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0220 | 3.79 | |
| 0.0881 | 11.21 | |
| 0.8983 | 115.72 | |
| -0.0012 | -0.30 | |
| 0.0081 | 1.41 | |
| -0.0189 | -3.16 |
Estimation Period:
Dec 31, 1998 to Feb 6, 2026
Dec 31, 1998 to Feb 6, 2026
News Impact Curve
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