Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
14.78%
decreased by 0.65%
1 Week
14.83%
decreased by 0.60%
1 Month
15.03%
decreased by 0.40%
Analysis last updated: Friday, March 27, 2026 at 07:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0987 | 3.31 | |
| 0.0876 | 11.26 | |
| 0.8977 | 114.34 | |
| 0.0111 | 0.71 | |
| -0.0198 | -0.91 | |
| 0.0273 | 2.33 | |
| -0.0353 | -3.06 | |
| 0.0209 | 2.15 |
Estimation Period:
Dec 31, 1998 to Mar 27, 2026
Dec 31, 1998 to Mar 27, 2026
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