V-Lab
V-Lab
Brazilian Real GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:11.70% (+0.48%)

Analysis last updated: Sunday, March 26, 2023, 01:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brazilian Real GARCH
paramt-stat
ω0.006021.81
α0.084342.77
β0.9121536.83
Estimation Period:
Dec 31, 1998 to Mar 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts