Brazilian Real AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.76%
increased by 0.02%
1 Week
13.79%
increased by 0.05%
1 Month
13.89%
increased by 0.15%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 15.10 | |
| 0.0883 | 55.37 | |
| 0.9008 | 646.63 | |
| -0.1724 | -13.17 |
Estimation Period:
Dec 31, 1998 to Jun 5, 2026
Dec 31, 1998 to Jun 5, 2026
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