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

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V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 18th, 2024:21.65% (+1.84%)

Analysis last updated: Tuesday, September 17, 2024 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0634	11.94
$α$	0.0410	104.71
$β$	0.9990	12974.03
$ν$	2	513.44

Estimation Period:
Dec 31, 1998 to Sep 13, 2024