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V-Lab
V-Lab
Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:9.47% (-0.33%)
Analysis last updated: Sunday, November 23, 2025 at 01:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brazilian Real GJR-GARCH
paramt-stat
ω0.006919.89
α0.106626.47
β0.9160606.22
γ-0.0609-11.83
Estimation Period:
Dec 31, 1998 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts