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, June 15th, 2026
1 Day
-0.00%
decreased by 15.82%
1 Week
4.48%
decreased by 11.34%
1 Month
48.71%
increased by 32.89%
Analysis last updated: Sunday, June 14, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0294 | 294,220.00 | |
| -0.0588 | -588,240.00 | |
| 0.1339 | 14.84 | |
| 0.8823 | 14.77 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 16, 1992 to Jun 12, 2026
Jan 16, 1992 to Jun 12, 2026
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