Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:12.62% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 20.24 | |
| 0.1049 | 26.52 | |
| 0.9170 | 612.97 | |
| -0.0607 | -12.01 |
Estimation Period:
Dec 31, 1998 to Mar 6, 2026
Dec 31, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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