Brazilian Real GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
12.48%
decreased by 0.30%
1 Week
12.52%
decreased by 0.26%
1 Month
12.66%
decreased by 0.12%
Analysis last updated: Tuesday, March 31, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 20.28 | |
| 0.1052 | 26.63 | |
| 0.9169 | 614.11 | |
| -0.0609 | -12.06 |
Estimation Period:
Dec 31, 1998 to Mar 27, 2026
Dec 31, 1998 to Mar 27, 2026
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