Brazilian Real GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
9.61%
increased by 0.67%
1 Week
9.71%
increased by 0.77%
1 Month
10.09%
increased by 1.15%
Analysis last updated: Monday, April 20, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 20.24 | |
| 0.1051 | 26.64 | |
| 0.9171 | 615.07 | |
| -0.0612 | -12.17 |
Estimation Period:
Dec 31, 1998 to Apr 17, 2026
Dec 31, 1998 to Apr 17, 2026
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