Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:11.37% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1187 | 3.31 | |
| 0.0881 | 11.25 | |
| 0.8980 | 114.51 | |
| 0.0114 | 0.70 | |
| -0.0206 | -0.91 | |
| 0.0287 | 2.29 | |
| -0.0365 | -2.81 | |
| 0.0210 | 1.96 |
Estimation Period:
Dec 31, 1998 to Oct 24, 2025
Dec 31, 1998 to Oct 24, 2025
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