Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:12.11% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1113 | 3.32 | |
| 0.0876 | 11.23 | |
| 0.8981 | 114.58 | |
| 0.0111 | 0.70 | |
| -0.0201 | -0.90 | |
| 0.0280 | 2.30 | |
| -0.0359 | -2.90 | |
| 0.0209 | 2.02 |
Estimation Period:
Dec 31, 1998 to Dec 19, 2025
Dec 31, 1998 to Dec 19, 2025
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