Brazilian Real APARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
9.00%
decreased by 0.32%
1 Week
9.17%
decreased by 0.15%
1 Month
9.78%
increased by 0.46%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 22.87 | |
| 0.0726 | 34.60 | |
| 0.9274 | 572.81 | |
| -0.3071 | -20.55 | |
| 1.4834 | 30.84 |
Estimation Period:
Dec 31, 1998 to Apr 17, 2026
Dec 31, 1998 to Apr 17, 2026
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