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

V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:16.38% (-0.48%)

Analysis last updated: Monday, June 30, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3286	12.00
$α$	0.0404	105.86
$β$	0.9990	13,144.74
$ν$	2.3157	561.38

Estimation Period:
Dec 31, 1998 to Jun 27, 2025