Brazilian Real EGARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
9.34%
decreased by 0.25%
1 Week
9.56%
decreased by 0.03%
1 Month
10.44%
increased by 0.85%
Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 7.13 | |
| 0.1455 | 43.77 | |
| 0.9849 | 1,199.68 | |
| 0.0485 | 16.74 |
Estimation Period:
Dec 31, 1998 to Apr 10, 2026
Dec 31, 1998 to Apr 10, 2026
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