V-Lab
Brazilian Real AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:12.93% (-0.19%)
Analysis last updated: Wednesday, April 24, 2024 at 07:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 15.04 | |
| 0.0871 | 55.36 | |
| 0.9043 | 678.92 | |
| -0.1508 | -11.45 |
Estimation Period:
Dec 31, 1998 to Apr 19, 2024
Dec 31, 1998 to Apr 19, 2024
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