Brazilian Real MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:0.08% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7384 | 7,384,060.00 | |
| 0.0116 | 115,940.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1490 | 1,490,100.00 | |
| 0.0211 | 211,150.00 | |
| 0.1946 | 1,945,820.00 |
Estimation Period:
Jan 16, 1992 to Oct 24, 2025
Jan 16, 1992 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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