Brazilian Real APARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
12.86%
decreased by 0.41%
1 Week
12.94%
decreased by 0.33%
1 Month
13.24%
decreased by 0.03%
Analysis last updated: Friday, May 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 22.93 | |
| 0.0721 | 34.64 | |
| 0.9279 | 575.96 | |
| -0.3063 | -20.47 | |
| 1.4822 | 30.84 |
Estimation Period:
Dec 31, 1998 to May 15, 2026
Dec 31, 1998 to May 15, 2026
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