V-Lab
V-Lab
Brazilian Real EGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:10.40% (+1.39%)

Analysis last updated: Friday, September 22, 2023 at 07:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brazilian Real EGARCH
paramt-stat
ω0.00837.90
α0.143642.28
β0.98621246.83
γ0.043214.92
Estimation Period:
Dec 31, 1998 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts