V-Lab: Brazilian Real MF2-GARCH Volatility Analysis

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V-Lab

Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:0.08% (-0.41%)

Analysis last updated: Tuesday, October 28, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7384	7,384,060.00
$β$	0.0116	115,940.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.1490	1,490,100.00
$λ_{2}$	0.0211	211,150.00
$λ_{3}$	0.1946	1,945,820.00

Estimation Period:
Jan 16, 1992 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts