Brazilian Real MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 13th, 2026
1 Day
1.08%
decreased by 16.99%
1 Week
0.63%
decreased by 17.44%
1 Month
0.39%
decreased by 17.68%
Analysis last updated: Friday, April 10, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7383 | 7,383,500.00 | |
| 0.0117 | 116,500.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1456 | 1,455,890.00 | |
| 0.0221 | 220,550.00 | |
| 0.2018 | 2,018,040.00 |
Estimation Period:
Jan 16, 1992 to Apr 10, 2026
Jan 16, 1992 to Apr 10, 2026
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