V-Lab: Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:9.09% (-0.24%)

Analysis last updated: Friday, August 29, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1185	3.29
$α$	0.0879	11.21
$β$	0.8982	114.75
$γ_{1}$	0.0116	0.70
$γ_{2}$	-0.0210	-0.91
$γ_{3}$	0.0291	2.27
$γ_{4}$	-0.0363	-2.69
$γ_{5}$	0.0203	1.82

Estimation Period:
Dec 31, 1998 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts