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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0202	3.88***
αARCH	0.0862	11.20***
βGARCH	0.8998	117.38***

γ₁	-0.0006	-0.16
γ₂	0.0069	1.26
γ₃	-0.0186	-3.55***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0202	3.88***
α ARCH Response to squared shocks	0.0862	11.20***
β GARCH Volatility persistence	0.8998	117.38***

γ₁	-0.0006	-0.16
γ₂	0.0069	1.26
γ₃	-0.0186	-3.55***

V-Lab

Brazilian Real Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Brazilian Real Analyses