Brazilian Real Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.00% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1199 | 3.40 | |
| 0.0871 | 11.19 | |
| 0.8983 | 114.45 | |
| 0.0119 | 0.77 | |
| -0.0210 | -0.97 | |
| 0.0280 | 2.37 | |
| -0.0362 | -3.06 | |
| 0.0216 | 2.17 |
Estimation Period:
Dec 31, 1998 to Feb 20, 2026
Dec 31, 1998 to Feb 20, 2026
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