Brazilian Real GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
10.28%
increased by 0.67%
1 Week
10.36%
increased by 0.75%
1 Month
10.68%
increased by 1.07%
Analysis last updated: Tuesday, April 21, 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 | 20.24 | |
| 0.1051 | 26.64 | |
| 0.9171 | 615.07 | |
| -0.0612 | -12.17 |
Estimation Period:
Dec 31, 1998 to Apr 17, 2026
Dec 31, 1998 to Apr 17, 2026
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