Brazilian Real MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:-0.00% (-6.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1201 | -1,200,500.00 | |
| 0.2412 | 91.44 | |
| 0.3178 | 87.13 | |
| 0.1688 | 18.51 |
Estimation Period:
Jan 16, 1992 to Dec 26, 2025
Jan 16, 1992 to Dec 26, 2025
News Impact Curve
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