V-Lab: Brazilian Real MF2-GARCH Volatility Analysis

V-Lab

Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:-0.00% (-4.06%)

Analysis last updated: Friday, August 29, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7405	7,404,560.00
$β$	0.0095	95,440.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.2143	2,143,150.00
$λ_{2}$	0.0161	160,640.00
$λ_{3}$	0.4099	4,098,930.00

Estimation Period:
Jan 16, 1992 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts