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

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V-Lab

Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:13.84% (-0.55%)

Analysis last updated: Monday, October 13, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1267	3.30
$α$	0.0879	11.27
$β$	0.8986	115.80
$γ_{1}$	0.0114	0.70
$γ_{2}$	-0.0208	-0.91
$γ_{3}$	0.0291	2.30
$γ_{4}$	-0.0374	-2.84
$γ_{5}$	0.0220	2.03

Estimation Period:
Dec 31, 1998 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts