V-Lab: Brazilian Real AGARCH Volatility Analysis

V-Lab

Brazilian Real AGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:10.05% (-0.29%)

Analysis last updated: Friday, July 4, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0068	14.73
$α$	0.0902	54.86
$β$	0.9005	644.56
$γ$	-0.1632	-12.46

Estimation Period:
Dec 31, 1998 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts