Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
12.89%
decreased by 0.54%
1 Week
13.01%
decreased by 0.42%
1 Month
13.43%
decreased by 0.00%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1027 | 3.38 | |
| 0.0865 | 11.19 | |
| 0.8985 | 114.74 | |
| 0.0111 | 0.73 | |
| -0.0195 | -0.92 | |
| 0.0266 | 2.33 | |
| -0.0348 | -3.12 | |
| 0.0207 | 2.20 |
Estimation Period:
Dec 31, 1998 to May 22, 2026
Dec 31, 1998 to May 22, 2026
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