Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:8.64% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 19.93 | |
| 0.1063 | 26.44 | |
| 0.9163 | 607.59 | |
| -0.0608 | -11.84 |
Estimation Period:
Dec 31, 1998 to Oct 31, 2025
Dec 31, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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