V-Lab: Brazilian Real MF2-GARCH Volatility Analysis

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V-Lab

Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 19th, 2025:11.30% (+10.98%)

Analysis last updated: Tuesday, November 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7229	7,228,550.00
$β$	0.0271	271,450.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.1193	1,192,540.00
$λ_{2}$	0.0284	284,010.00
$λ_{3}$	0.2401	2,401,230.00

Estimation Period:
Jan 16, 1992 to Nov 14, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts