V-Lab
V-Lab
US Dollar to Brazilian Real APARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:9.43% (+0.05%)

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 APARCH
paramt-stat
ω0.008011.65
α0.073314.88
β0.9231474.12
γ-0.2010-12.25
δ1.695215.21
Estimation Period:
Dec 22, 1992 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts