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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.2354	12.01***
α ARCH Response to squared shocks	0.0395	107.00***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	2.3080	575.70***

V-Lab

Brazilian Real GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Brazilian Real Analyses