Brazilian Real MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:1.72% (-4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7376 | 7,375,550.00 | |
| 0.0124 | 124,450.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1456 | 1,456,000.00 | |
| 0.0216 | 215,780.00 | |
| 0.1941 | 1,940,790.00 |
Estimation Period:
Jan 16, 1992 to Jan 16, 2026
Jan 16, 1992 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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