V-Lab: Brazilian Real MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:0.23% (-0.51%)

Analysis last updated: Monday, March 10, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7358	7358320.00
$β$	0.0142	141680.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.1624	1623820.00
$λ_{2}$	0.0240	240260.00
$λ_{3}$	0.1716	1716350.00

Estimation Period:
Jan 16, 1992 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts