Brazilian Real GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:157.60% (-4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 9.14 | |
| 0.0314 | 6.39 | |
| 0.9458 | 179.13 |
Estimation Period:
Dec 31, 1998 to Jan 23, 2026
Dec 31, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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