US Dollar to Brazilian Real GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
9.34%
decreased by 0.10%
1 Week
9.47%
increased by 0.03%
1 Month
9.95%
increased by 0.51%
Analysis last updated: Friday, July 17, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 22, 1992 to Jul 17, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 122 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0068 | 5.41*** |
α ARCH Response to squared shocks | 0.0837 | 32.51*** |
β GARCH Volatility persistence | 0.9106 | 463.88*** |
Persistence:
0.994
Half-life:
122 days
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