US Dollar to Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.51% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 5.05 | |
| 0.1011 | 26.57 | |
| 0.9174 | 515.42 | |
| -0.0539 | -8.49 |
Estimation Period:
Dec 22, 1992 to Feb 6, 2026
Dec 22, 1992 to Feb 6, 2026
News Impact Curve
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