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V-Lab
V-Lab
Brazilian Real GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:10.11% (-0.40%)
Analysis last updated: Sunday, October 26, 2025 at 01:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brazilian Real GARCH
paramt-stat
ω0.006924.15
α0.086244.73
β0.9089542.98
Estimation Period:
Dec 31, 1998 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts