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Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.40% (-0.19%)
Analysis last updated: Thursday, February 5, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brazilian Real S0GARCH
paramt-stat
ω1.33513.20
α0.088310.41
β0.9098116.98
γ1-0.0263-0.21
γ2-0.0003-0.00
γ30.07750.62
γ4-0.0969-0.71
γ50.04920.38
γ60.06350.52
γ7-0.1261-0.92
γ8-0.5192-0.97
γ91.85291.25
γ10-1.9588-1.32
Estimation Period:
Dec 31, 1998 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts