V-Lab
V-Lab
US Dollar to Brazilian Real EGARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:10.49% (+0.23%)

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 EGARCH
paramt-stat
ω-0.0017-0.78
α0.115213.12
β0.97811122.97
γ0.049322.08
Estimation Period:
Dec 22, 1992 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts