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, February 5th, 2025:21.17% (+0.40%)

Analysis last updated: Tuesday, February 4, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5079	12.02
$α$	0.0407	105.97
$β$	0.9990	13144.74
$ν$	2	569.29

Estimation Period:
Dec 31, 1998 to Jan 31, 2025