V-Lab: Bradespar SA GAS-GARCH Student T Volatility Analysis

V-Lab

Bradespar SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, September 25th, 2025:16.81% (-0.20%)

Analysis last updated: Thursday, September 25, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.0361	3.39
$α$	0.0485	29.39
$β$	0.9948	575.35
$ν$	6.6773	5.05

Estimation Period:
Aug 10, 2000 to Sep 19, 2025