Brazilian Real GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
9.21%
decreased by 0.23%
1 Week
9.32%
decreased by 0.12%
1 Month
9.73%
increased by 0.29%
Analysis last updated: Monday, July 6, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 20.35 | |
| 0.1035 | 26.52 | |
| 0.9178 | 620.97 | |
| -0.0598 | -11.97 |
Estimation Period:
Dec 31, 1998 to Jul 3, 2026
Dec 31, 1998 to Jul 3, 2026
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