Brazilian Real GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
13.07%
decreased by 0.50%
1 Week
13.10%
decreased by 0.47%
1 Month
13.19%
decreased by 0.38%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 20.31 | |
| 0.1040 | 26.54 | |
| 0.9177 | 620.47 | |
| -0.0603 | -12.02 |
Estimation Period:
Dec 31, 1998 to May 22, 2026
Dec 31, 1998 to May 22, 2026
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