V-Lab: US Dollar to Brazilian Real MF2-GARCH Volatility Analysis

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US Dollar to Brazilian Real MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:-0.00% (-9.18%)

Analysis last updated: Monday, December 15, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0294	294,220.00
$γ$	-0.0588	-588,240.00
$λ_{1}$	0.1338	16.95
$λ_{2}$	0.8823	20.62
$λ_{3}$	0.0000	0.00

Estimation Period:
Dec 22, 1992 to Dec 12, 2025

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