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

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V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:11.37% (-0.35%)

Analysis last updated: Friday, October 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1187	3.31
$α$	0.0881	11.25
$β$	0.8980	114.51
$γ_{1}$	0.0114	0.70
$γ_{2}$	-0.0206	-0.91
$γ_{3}$	0.0287	2.29
$γ_{4}$	-0.0365	-2.81
$γ_{5}$	0.0210	1.96

Estimation Period:
Dec 31, 1998 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts