V-Lab: Brazilian Real MF2-GARCH Volatility Analysis

V-Lab

Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:2.73% (-1.11%)

Analysis last updated: Tuesday, July 1, 2025 at 07:03 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
$β$	0.1225	1,225,100.00
$γ$	-0.2450	-2,450,000.00
$λ_{1}$	0.2125	39.03
$λ_{2}$	0.2028	39.29
$λ_{3}$	0.3365	20.30

Estimation Period:
Jan 16, 1992 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts