US Dollar to Brazilian Real AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
14.29%
increased by 1.91%
1 Week
14.31%
increased by 1.93%
1 Month
14.40%
increased by 2.02%
Analysis last updated: Friday, June 12, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 6.58 | |
| 0.0781 | 29.36 | |
| 0.9162 | 602.74 | |
| -0.1598 | -5.92 |
Estimation Period:
Dec 22, 1992 to Jun 12, 2026
Dec 22, 1992 to Jun 12, 2026
Other AGARCH Analyses on Currencies