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, December 8th, 2025:8.73% (-0.24%)

Analysis last updated: Friday, December 5, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1261	3.33
$α$	0.0881	11.28
$β$	0.8981	114.96
$γ_{1}$	0.0115	0.72
$γ_{2}$	-0.0207	-0.92
$γ_{3}$	0.0287	2.33
$γ_{4}$	-0.0372	-2.96
$γ_{5}$	0.0223	2.13

Estimation Period:
Dec 31, 1998 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts