Brazilian Real MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 25th, 2026
1 Day
0.82%
decreased by 4.95%
1 Week
169,512,095,143,679,920,000,000,000.00%
increased by 169,512,095,143,679,920,000,000,000.00%
1 Month
3,769,999,469,495,985,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 3,769,999,469,495,985,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7366 | 7,365,710.00 | |
| 0.0134 | 134,290.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1576 | 1,575,560.00 | |
| 0.0225 | 224,710.00 | |
| 0.1871 | 1,871,210.00 |
Estimation Period:
Jan 16, 1992 to May 22, 2026
Jan 16, 1992 to May 22, 2026
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