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, April 20th, 2026
1 Day
0.86%
decreased by 2.17%
1 Week
1.37%
decreased by 1.66%
1 Month
3.54%
increased by 0.51%
Analysis last updated: Friday, April 17, 2026 at 07:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.1750 | 1,750,100.00 | |
| -0.3500 | -3,500,000.00 | |
| 0.3056 | 3,056,300.00 | |
| 0.3000 | 3,000,040.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 16, 1992 to Apr 17, 2026
Jan 16, 1992 to Apr 17, 2026
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