V-Lab: Brazilian Real MF2-GARCH Volatility Analysis

V-Lab

Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:3.42% (-2.68%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7352	7,351,800.00
$β$	0.0148	148,190.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.1632	1,632,340.00
$λ_{2}$	0.0258	257,740.00
$λ_{3}$	0.1763	1,763,160.00

Estimation Period:
Jan 16, 1992 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts