V-Lab
V-Lab
US Dollar to Brazilian Real AGARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:9.88% (+0.58%)

Analysis last updated: Friday, November 1, 2024 at 07:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Brazilian Real AGARCH
paramt-stat
ω0.00406.39
α0.075828.51
β0.9180590.75
γ-0.1516-5.52
Estimation Period:
Dec 22, 1992 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts