Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:237.31% (-7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 5.27 | |
| 0.0161 | 0.62 | |
| 0.9402 | 334.69 | |
| 0.0875 | 1.27 |
Estimation Period:
Dec 31, 1998 to Jan 23, 2026
Dec 31, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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