V-Lab: Brazilian Real Spline-GARCH Volatility Analysis

V-Lab

Brazilian Real Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:7.77% (+0.65%)

Analysis last updated: Tuesday, September 16, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0299	3.68
$α$	0.0892	11.27
$β$	0.8981	116.18
$γ_{1}$	-0.0020	-0.48
$γ_{2}$	0.0099	1.63
$γ_{3}$	-0.0215	-3.30

Estimation Period:
Dec 31, 1998 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts