Brazilian Real EGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:9.18% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 7.20 | |
| 0.1456 | 43.44 | |
| 0.9851 | 1,201.34 | |
| 0.0483 | 16.54 |
Estimation Period:
Dec 31, 1998 to Jan 16, 2026
Dec 31, 1998 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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