V-Lab: Brazilian Real GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:18.03% (-0.37%)

Analysis last updated: Thursday, April 25, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2021	11.96
$α$	0.0414	103.91
$β$	0.9990	12974.03
$ν$	2	529.40

Estimation Period:
Dec 31, 1998 to Apr 19, 2024