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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

Date Range:

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graph of US Dollar to Brazilian Real MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time