Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.40% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3351 | 3.20 | |
| 0.0883 | 10.41 | |
| 0.9098 | 116.98 | |
| -0.0263 | -0.21 | |
| -0.0003 | -0.00 | |
| 0.0775 | 0.62 | |
| -0.0969 | -0.71 | |
| 0.0492 | 0.38 | |
| 0.0635 | 0.52 | |
| -0.1261 | -0.92 | |
| -0.5192 | -0.97 | |
| 1.8529 | 1.25 | |
| -1.9588 | -1.32 |
Estimation Period:
Dec 31, 1998 to Jan 30, 2026
Dec 31, 1998 to Jan 30, 2026
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