V-Lab: Brazilian Real MF2-GARCH Volatility Analysis

V-Lab

Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:15.22% (-18.69%)

Analysis last updated: Friday, July 11, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7376	7,375,640.00
$β$	0.0124	124,360.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.1605	1,605,220.00
$λ_{2}$	0.0227	226,630.00
$λ_{3}$	0.1807	1,807,100.00

Estimation Period:
Jan 16, 1992 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts