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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2325	2.39**
αARCH	0.0885	10.66***
βGARCH	0.9109	124.25***

γ₁	0.9321	1.43
γ₂	-1.7116	-1.34
γ₃	1.3334	1.09
γ₄	-0.7080	-0.85
γ₅	0.0649	0.25
γ₆	0.1712	2.23**
γ₇	-0.1196	-1.74*
γ₈	0.0411	0.67
γ₉	-0.0209	-0.31
γ₁₀	0.0311	0.60

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2325	2.39**
α ARCH Response to squared shocks	0.0885	10.66***
β GARCH Volatility persistence	0.9109	124.25***

γ₁	0.9321	1.43
γ₂	-1.7116	-1.34
γ₃	1.3334	1.09
γ₄	-0.7080	-0.85
γ₅	0.0649	0.25
γ₆	0.1712	2.23**
γ₇	-0.1196	-1.74*
γ₈	0.0411	0.67
γ₉	-0.0209	-0.31
γ₁₀	0.0311	0.60

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