V-Lab
V-Lab
Brazilian Real GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:12.12% (-0.52%)
Analysis last updated: Sunday, May 11, 2025 at 01:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brazilian Real GARCH
paramt-stat
ω0.006723.75
α0.086144.54
β0.9095546.26
Estimation Period:
Dec 31, 1998 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts