V-Lab: Brazilian Real APARCH Volatility Analysis

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V-Lab

Brazilian Real APARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:12.12% (-0.20%)

Analysis last updated: Sunday, October 19, 2025 at 02:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0093	22.66
$α$	0.0736	34.51
$β$	0.9264	564.21
$γ$	-0.2978	-20.25
$δ$	1.5043	30.91

Estimation Period:
Dec 31, 1998 to Oct 18, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts