V-Lab: Brazilian Real APARCH Volatility Analysis

V-Lab

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V-Lab

Brazilian Real APARCH Volatility Analysis

Volatility Prediction for Wednesday, January 15th, 2025:23.47% (-0.68%)

Analysis last updated: Tuesday, January 14, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0085	21.53
$α$	0.0724	33.76
$β$	0.9276	566.31
$γ$	-0.2856	-19.87
$δ$	1.5430	30.93

Estimation Period:
Dec 31, 1998 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts