Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.03% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 20.11 | |
| 0.1046 | 26.42 | |
| 0.9172 | 615.18 | |
| -0.0601 | -11.89 |
Estimation Period:
Dec 31, 1998 to Feb 6, 2026
Dec 31, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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