V-Lab: Brazilian Real AGARCH Volatility Analysis

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V-Lab

Brazilian Real AGARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:9.56% (-0.35%)

Analysis last updated: Monday, October 27, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0069	14.86
$α$	0.0903	54.81
$β$	0.8999	636.43
$γ$	-0.1665	-12.77

Estimation Period:
Dec 31, 1998 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts