V-Lab: Brazilian Real EGARCH Volatility Analysis

V-Lab

Brazilian Real EGARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:10.35% (-0.03%)

Analysis last updated: Thursday, July 3, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0081	7.47
$α$	0.1469	43.37
$β$	0.9853	1,201.54
$γ$	0.0479	16.27

Estimation Period:
Dec 31, 1998 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts