Brazilian Real AGARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
12.56%
decreased by 0.18%
1 Week
12.62%
decreased by 0.12%
1 Month
12.84%
increased by 0.10%
Analysis last updated: Tuesday, March 31, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 15.02 | |
| 0.0893 | 55.22 | |
| 0.9000 | 639.69 | |
| -0.1717 | -13.13 |
Estimation Period:
Dec 31, 1998 to Mar 27, 2026
Dec 31, 1998 to Mar 27, 2026
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