V-Lab: Brazilian Real APARCH Volatility Analysis

V-Lab

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V-Lab

Brazilian Real APARCH Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:9.47% (-0.05%)

Analysis last updated: Tuesday, October 3, 2023 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0084	20.81
$α$	0.0714	33.01
$β$	0.9286	568.66
$γ$	-0.2683	-18.48
$δ$	1.5402	29.23

Estimation Period:
Dec 31, 1998 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts