Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:13.41% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1192 | 3.40 | |
| 0.0873 | 11.20 | |
| 0.8980 | 114.13 | |
| 0.0119 | 0.77 | |
| -0.0209 | -0.97 | |
| 0.0277 | 2.36 | |
| -0.0355 | -3.04 | |
| 0.0209 | 2.14 |
Estimation Period:
Dec 31, 1998 to Mar 6, 2026
Dec 31, 1998 to Mar 6, 2026
News Impact Curve
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