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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0954	3.39***
α ARCH Response to squared shocks	0.0862	11.18***
β GARCH Volatility persistence	0.8987	114.90***

γ₁	0.0106	0.71
γ₂	-0.0187	-0.89
γ₃	0.0261	2.33**
γ₄	-0.0349	-3.27***
γ₅	0.0215	2.37**

V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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