V-Lab: Brazilian Real MF2-GARCH Volatility Analysis

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V-Lab

Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:3.30% (-6.53%)

Analysis last updated: Friday, November 7, 2025 at 07:14 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
$λ_{1}$	0.2020	91.15
$λ_{2}$	0.6570	202.03
$λ_{3}$	0.0000	0.01

Estimation Period:
Jan 16, 1992 to Nov 7, 2025

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