Brazilian Real AGARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2026:15.35% (+5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 15.02 | |
| 0.0895 | 54.86 | |
| 0.9003 | 640.29 | |
| -0.1675 | -12.80 |
Estimation Period:
Dec 31, 1998 to Dec 26, 2025
Dec 31, 1998 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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