V-Lab
Brazilian Real GARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:12.52% (+3.92%)
Analysis last updated: Wednesday, October 4, 2023 at 07:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 21.94 | |
| 0.0824 | 42.81 | |
| 0.9135 | 544.74 |
Estimation Period:
Dec 31, 1998 to Sep 29, 2023
Dec 31, 1998 to Sep 29, 2023
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