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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0901	3.37***
α ARCH Response to squared shocks	0.0861	11.18***
β GARCH Volatility persistence	0.8989	115.26***

γ₁	0.0101	0.68
γ₂	-0.0180	-0.86
γ₃	0.0257	2.30**
γ₄	-0.0349	-3.30***
γ₅	0.0217	2.41**

V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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