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 Tuesday, July 7th, 2026
1 Day
5.96%
increased by 5.37%
1 Week
31,593,509,206,797,520,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 31,593,509,206,797,520,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
1 Month
925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Monday, July 6, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.7484 | 7,483,760.00 | |
| 0.0016 | 16,240.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.8469 | 18,468,580.00 | |
| 0.0041 | 41,330.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 16, 1992 to Jul 3, 2026
Jan 16, 1992 to Jul 3, 2026
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