Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
9.95%
decreased by 0.31%
1 Week
10.19%
decreased by 0.07%
1 Month
11.03%
increased by 0.77%
Analysis last updated: Tuesday, May 12, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0972 | 3.34 | |
| 0.0871 | 11.23 | |
| 0.8981 | 114.52 | |
| 0.0106 | 0.69 | |
| -0.0189 | -0.88 | |
| 0.0267 | 2.31 | |
| -0.0352 | -3.13 | |
| 0.0212 | 2.23 |
Estimation Period:
Dec 31, 1998 to May 8, 2026
Dec 31, 1998 to May 8, 2026
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