Brazilian Real GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:16.44% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8664 | 12.15 | |
| 0.0395 | 106.69 | |
| 0.9990 | 13,320.00 | |
| 2.2736 | 661.51 |
Estimation Period:
Dec 31, 1998 to Jan 30, 2026
Dec 31, 1998 to Jan 30, 2026
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