Brazilian Real Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, March 26th, 2026
1 Day
15.79%
decreased by 0.78%
1 Week
15.75%
decreased by 0.82%
1 Month
15.61%
decreased by 0.96%
Analysis last updated: Wednesday, March 25, 2026 at 07:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0245 | 3.81 | |
| 0.0884 | 11.27 | |
| 0.8978 | 115.58 | |
| -0.0010 | -0.25 | |
| 0.0076 | 1.34 | |
| -0.0181 | -3.10 |
Estimation Period:
Dec 31, 1998 to Mar 20, 2026
Dec 31, 1998 to Mar 20, 2026
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