Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:10.07% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1087 | 3.32 | |
| 0.0873 | 11.21 | |
| 0.8984 | 114.80 | |
| 0.0110 | 0.69 | |
| -0.0199 | -0.90 | |
| 0.0278 | 2.30 | |
| -0.0358 | -2.93 | |
| 0.0209 | 2.05 |
Estimation Period:
Dec 31, 1998 to Jan 9, 2026
Dec 31, 1998 to Jan 9, 2026
News Impact Curve
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