V-Lab: Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:9.40% (-0.23%)

Analysis last updated: Friday, November 7, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1200	3.31
$α$	0.0883	11.28
$β$	0.8977	114.45
$γ_{1}$	0.0113	0.70
$γ_{2}$	-0.0206	-0.91
$γ_{3}$	0.0287	2.31
$γ_{4}$	-0.0368	-2.87
$γ_{5}$	0.0215	2.02

Estimation Period:
Dec 31, 1998 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts