V-Lab: Brazilian Real MF2-GARCH Volatility Analysis

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V-Lab

Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:0.00% (-22.13%)

Analysis last updated: Friday, January 27, 2023, 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9999900.00
$β$	0.0420	420280.00
$γ$	-0.0840	-840350.00
$λ_{1}$	0.1632	14.73
$λ_{2}$	0.8319	14.47
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 16, 1992 to Jan 27, 2023

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