Brazilian Real AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:13.96% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 15.03 | |
| 0.0893 | 55.06 | |
| 0.9000 | 638.31 | |
| -0.1714 | -13.11 |
Estimation Period:
Dec 31, 1998 to Mar 14, 2026
Dec 31, 1998 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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