Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.31% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1069 | 3.32 | |
| 0.0872 | 11.21 | |
| 0.8985 | 114.89 | |
| 0.0111 | 0.70 | |
| -0.0199 | -0.90 | |
| 0.0276 | 2.31 | |
| -0.0356 | -2.97 | |
| 0.0209 | 2.08 |
Estimation Period:
Dec 31, 1998 to Feb 6, 2026
Dec 31, 1998 to Feb 6, 2026
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