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, June 15th, 2026
1 Day
-0.00%
decreased by 16.03%
1 Week
11.16%
decreased by 4.87%
1 Month
76.14%
increased by 60.11%
Analysis last updated: Sunday, June 14, 2026 at 01:56 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 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0966 | 15.26 | |
| 1.0000 | 20.23 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 22, 1992 to Jun 12, 2026
Dec 22, 1992 to Jun 12, 2026
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