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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2057	2.32**
αARCH	0.0876	11.01***
βGARCH	0.9114	129.89***

γ₁	0.9338	1.48
γ₂	-1.7053	-1.38
γ₃	1.3208	1.12
γ₄	-0.7005	-0.88
γ₅	0.0584	0.23
γ₆	0.1808	2.36**
γ₇	-0.1308	-1.91*
γ₈	0.0494	0.83
γ₉	-0.0245	-0.39
γ₁₀	0.0307	0.64

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2057	2.32**
α ARCH Response to squared shocks	0.0876	11.01***
β GARCH Volatility persistence	0.9114	129.89***

γ₁	0.9338	1.48
γ₂	-1.7053	-1.38
γ₃	1.3208	1.12
γ₄	-0.7005	-0.88
γ₅	0.0584	0.23
γ₆	0.1808	2.36**
γ₇	-0.1308	-1.91*
γ₈	0.0494	0.83
γ₉	-0.0245	-0.39
γ₁₀	0.0307	0.64

V-Lab

US Dollar to Brazilian Real Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Brazilian Real Analyses