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

V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:12.83% (-0.58%)

Analysis last updated: Sunday, September 14, 2025 at 01:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1874	11.98
$α$	0.0405	105.90
$β$	0.9990	13,144.74
$ν$	2.3212	552.80

Estimation Period:
Dec 31, 1998 to Sep 12, 2025