V-Lab: Brazilian Real MF2-GARCH Volatility Analysis

V-Lab

Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:2.45% (-10.25%)

Analysis last updated: Wednesday, September 17, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0858	857,600.00
$γ$	-0.1715	-1,715,000.00
$λ_{1}$	0.2034	367.84
$λ_{2}$	0.6570	198.79
$λ_{3}$	0.0000	0.05

Estimation Period:
Jan 16, 1992 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts