Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.79% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 20.07 | |
| 0.1055 | 26.44 | |
| 0.9166 | 610.28 | |
| -0.0605 | -11.85 |
Estimation Period:
Dec 31, 1998 to Dec 12, 2025
Dec 31, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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