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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0923	3.37***
αARCH	0.0857	11.19***
βGARCH	0.8994	115.99***

γ₁	0.0100	0.67
γ₂	-0.0178	-0.85
γ₃	0.0257	2.30**
γ₄	-0.0354	-3.41***
γ₅	0.0226	2.57**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0923	3.37***
α ARCH Response to squared shocks	0.0857	11.19***
β GARCH Volatility persistence	0.8994	115.99***

γ₁	0.0100	0.67
γ₂	-0.0178	-0.85
γ₃	0.0257	2.30**
γ₄	-0.0354	-3.41***
γ₅	0.0226	2.57**

V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Brazilian Real Analyses