Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.54% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 19.62 | |
| 0.1056 | 26.25 | |
| 0.9170 | 614.99 | |
| -0.0603 | -11.74 |
Estimation Period:
Dec 31, 1998 to Oct 10, 2025
Dec 31, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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