Brazilian Real MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:3.14% (-4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7383 | 7,383,090.00 | |
| 0.0117 | 116,910.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1495 | 1,494,540.00 | |
| 0.0217 | 216,610.00 | |
| 0.1930 | 1,929,900.00 |
Estimation Period:
Jan 16, 1992 to Mar 13, 2026
Jan 16, 1992 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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