V-Lab
V-Lab
US Dollar to Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:9.28% (-0.01%)

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 GJR-GARCH
paramt-stat
ω0.00614.95
α0.096026.29
β0.9200514.23
γ-0.0491-8.16
Estimation Period:
Dec 22, 1992 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts