Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:13.51% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3255 | 12.04 | |
| 0.0397 | 106.40 | |
| 0.9990 | 13,320.00 | |
| 2.3037 | 585.89 |
Estimation Period:
Dec 31, 1998 to Feb 13, 2026
Dec 31, 1998 to Feb 13, 2026
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