US Dollar to Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
17.13%
decreased by 0.48%
1 Week
17.12%
decreased by 0.49%
1 Month
17.09%
decreased by 0.52%
Analysis last updated: Wednesday, June 10, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7163 | 10.52 | |
| 0.0455 | 134.89 | |
| 0.9990 | 10,298.97 | |
| 2.2943 | 1,851.77 |
Estimation Period:
Dec 22, 1992 to Jun 5, 2026
Dec 22, 1992 to Jun 5, 2026
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