US Dollar to Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.33% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7131 | 10.53 | |
| 0.0455 | 134.29 | |
| 0.9990 | 10,298.97 | |
| 2.2946 | 1,843.04 |
Estimation Period:
Dec 22, 1992 to Feb 20, 2026
Dec 22, 1992 to Feb 20, 2026
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