V-Lab
V-Lab
US Dollar to Brazilian Real MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:0.00% (-6.21%)

Analysis last updated: Friday, November 1, 2024 at 07:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Brazilian Real MF2-GARCH
paramt-stat
m26
α1.00009999900.00
β0.0294294220.00
γ-0.0588-588240.00
λ10.137917.94
λ20.882323.59
λ30.00000.00
Estimation Period:
Dec 22, 1992 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts