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

V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:20.87% (-0.28%)

Analysis last updated: Friday, May 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3786	12.01
$α$	0.0404	105.79
$β$	0.9990	13,144.74
$ν$	2.3128	566.30

Estimation Period:
Dec 31, 1998 to May 30, 2025