Brazilian Real GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.93%
decreased by 0.49%
1 Week
12.96%
decreased by 0.46%
1 Month
13.06%
decreased by 0.36%
Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 20.31 | |
| 0.1036 | 26.57 | |
| 0.9180 | 623.22 | |
| -0.0601 | -12.05 |
Estimation Period:
Dec 31, 1998 to Jun 12, 2026
Dec 31, 1998 to Jun 12, 2026
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