US Dollar to Brazilian Real GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
9.09%
decreased by 0.22%
1 Week
9.19%
decreased by 0.12%
1 Month
9.55%
increased by 0.24%
Analysis last updated: Monday, July 6, 2026 at 07:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 5.08 | |
| 0.1001 | 26.61 | |
| 0.9182 | 522.31 | |
| -0.0534 | -8.50 |
Estimation Period:
Dec 22, 1992 to Jul 3, 2026
Dec 22, 1992 to Jul 3, 2026
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