V-Lab: Brazilian Real APARCH Volatility Analysis

V-Lab

Brazilian Real APARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:17.47% (-0.34%)

Analysis last updated: Wednesday, April 16, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0090	22.55
$α$	0.0732	34.53
$β$	0.9268	565.44
$γ$	-0.2924	-20.04
$δ$	1.5227	31.00

Estimation Period:
Dec 31, 1998 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts