Brazilian Real AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:8.71% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 14.86 | |
| 0.0904 | 54.78 | |
| 0.8997 | 634.04 | |
| -0.1665 | -12.77 |
Estimation Period:
Dec 31, 1998 to Nov 7, 2025
Dec 31, 1998 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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