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	param	t-stat
$ω$	0.0069	20.05
$α$	0.1050	26.45
$β$	0.9170	613.39
$γ$	-0.0603	-11.87

V-Lab

Brazilian Real GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:11.18% (-0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Brazilian Real Analyses