Brazilian Real EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:12.03% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 7.39 | |
| 0.1474 | 43.57 | |
| 0.9851 | 1,196.93 | |
| 0.0482 | 16.38 |
Estimation Period:
Dec 31, 1998 to Oct 17, 2025
Dec 31, 1998 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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