Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.60% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2847 | 12.03 | |
| 0.0397 | 106.14 | |
| 0.9990 | 13,144.74 | |
| 2.3058 | 581.40 |
Estimation Period:
Dec 31, 1998 to Feb 20, 2026
Dec 31, 1998 to Feb 20, 2026
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