Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:8.09% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 19.95 | |
| 0.1061 | 26.43 | |
| 0.9163 | 608.04 | |
| -0.0608 | -11.84 |
Estimation Period:
Dec 31, 1998 to Nov 28, 2025
Dec 31, 1998 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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