Brazilian Real EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:7.34% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 7.31 | |
| 0.1470 | 43.57 | |
| 0.9851 | 1,198.45 | |
| 0.0481 | 16.39 |
Estimation Period:
Dec 31, 1998 to Nov 14, 2025
Dec 31, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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