V-Lab: Brazilian Real AGARCH Volatility Analysis

V-Lab

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V-Lab

Brazilian Real AGARCH Volatility Analysis

Volatility Prediction for Friday, October 11th, 2024:13.87% (+1.58%)

Analysis last updated: Thursday, October 10, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0064	15.00
$α$	0.0867	56.04
$β$	0.9045	684.69
$γ$	-0.1524	-11.63

Estimation Period:
Dec 31, 1998 to Oct 4, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts