Brazilian Real Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:11.59% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0239 | 3.76 | |
| 0.0887 | 11.22 | |
| 0.8978 | 115.29 | |
| -0.0014 | -0.34 | |
| 0.0084 | 1.45 | |
| -0.0191 | -3.12 |
Estimation Period:
Dec 31, 1998 to Dec 19, 2025
Dec 31, 1998 to Dec 19, 2025
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