US Dollar to Brazilian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:11.35% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 5.05 | |
| 0.1019 | 26.62 | |
| 0.9168 | 510.75 | |
| -0.0542 | -8.49 |
Estimation Period:
Dec 22, 1992 to Dec 12, 2025
Dec 22, 1992 to Dec 12, 2025
News Impact Curve
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