V-Lab: Brazilian Real AGARCH Volatility Analysis

V-Lab

Brazilian Real AGARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:8.36% (-0.25%)

Analysis last updated: Wednesday, June 18, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0068	14.81
$α$	0.0903	54.79
$β$	0.9005	645.05
$γ$	-0.1614	-12.31

Estimation Period:
Dec 31, 1998 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts