US Dollar to Brazilian Real MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 7th, 2026
1 Day
-0.00%
decreased by 4.93%
1 Week
2.21%
decreased by 2.72%
1 Month
5.36%
increased by 0.43%
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 | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0144 | 144,220.00 | |
| -0.0288 | -288,240.00 | |
| 0.2476 | 45.12 | |
| 0.4309 | 137.00 | |
| 0.0429 | 6.63 |
Estimation Period:
Dec 22, 1992 to Jul 3, 2026
Dec 22, 1992 to Jul 3, 2026
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