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 Monday, May 25th, 2026
1 Day
-0.00%
decreased by 11.47%
1 Week
3.82%
decreased by 7.65%
1 Month
20.54%
increased by 9.07%
Analysis last updated: Sunday, May 24, 2026 at 01:57 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 | |
| 0.0294 | 294,220.00 | |
| -0.0588 | -588,240.00 | |
| 0.1308 | 16.71 | |
| 0.8823 | 21.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 22, 1992 to May 22, 2026
Dec 22, 1992 to May 22, 2026
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