Brazilian Real Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.79%
decreased by 0.24%
1 Week
12.83%
decreased by 0.20%
1 Month
12.95%
decreased by 0.08%
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 | |
|---|---|---|
| 1.0205 | 3.85 | |
| 0.0873 | 11.23 | |
| 0.8988 | 116.31 | |
| -0.0008 | -0.19 | |
| 0.0071 | 1.27 | |
| -0.0177 | -3.10 |
Estimation Period:
Dec 31, 1998 to Jun 5, 2026
Dec 31, 1998 to Jun 5, 2026
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